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The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of…

Machine Learning · Statistics 2015-12-29 Hideaki Kim , Hiroshi Sawada

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…

Statistics Theory · Mathematics 2009-01-19 François-Xavier Lejeune

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

Efficient probability density estimation is a core challenge in statistical machine learning. Tensor-based probabilistic graph methods address interpretability and stability concerns encountered in neural network approaches. However, a…

Machine Learning · Computer Science 2023-12-14 Ruituo Wu , Jiani Liu , Ce Zhu , Anh-Huy Phan , Ivan V. Oseledets , Yipeng Liu

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…

Methodology · Statistics 2025-10-07 Christopher J. Geoga , Paul G. Beckman

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…

Statistics Theory · Mathematics 2020-10-07 Robert A. Vandermeulen

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…

Machine Learning · Statistics 2023-07-06 Guangyu Wu , Anders Lindquist

In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…

Methodology · Statistics 2018-12-06 Robert Bassett , James Sharpnack

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…

Machine Learning · Statistics 2022-10-19 Magda Amiridi , Nikos Kargas , Nicholas D. Sidiropoulos

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The…

Statistics Theory · Mathematics 2007-06-13 Kanta Naito

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the…

Machine Learning · Statistics 2017-11-07 Song Liu , Akiko Takeda , Taiji Suzuki , Kenji Fukumizu
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