Related papers: FFT-Based Fast Bandwidth Selector for Multivariate…
Convolutional neural networks (CNNs) have a large number of variables and hence suffer from a complexity problem for their implementation. Different methods and techniques have developed to alleviate the problem of CNN's complexity, such as…
Measurements of line-of-sight dependent clustering via the galaxy power spectrum's multipole moments constitute a powerful tool for testing theoretical models in large-scale structure. Recent work shows that this measurement, including a…
A kernel density estimator (KDE) is one of the most popular non-parametric density estimators. In this paper we focus on a best bandwidth selection method for use in an analogue of a classical KDE using the tropical symmetric distance,…
The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…
In batch Kernel Density Estimation (KDE) for a kernel function $f$, we are given as input $2n$ points $x^{(1)}, \cdots, x^{(n)}, y^{(1)}, \cdots, y^{(n)}$ in dimension $m$, as well as a vector $v \in \mathbb{R}^n$. These inputs implicitly…
Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives…
Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…
The problem of error density estimation for a functional single index model with dependent errors is studied. A Bayesian method is utilized to simultaneously estimate the bandwidths in the kernel-form error density and regression function,…
The Fast Fourier Transform (FFT) is widely used in applications such as MRI, CT, and interferometry; however, because of its dependence on uniformly sampled data, it requires the use of gridding techniques for practical implementation. The…
Under the frequency domain framework for weakly dependent functional time series, a key element is the spectral density kernel which encapsulates the second-order dynamics of the process. We propose a class of spectral density kernel…
There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…
Non-uniform fast Fourier Transform (NUFFT) and inverse NUFFT (INUFFT) algorithms, based on the Fast Multipole Method (FMM) are developed and tested. Our algorithms are based on a novel factorization of the FFT kernel, and are implemented…
We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…
This paper deals with the kernel density estimator based on the so-called sinc (or Fourier integral) kernel $K(x)=(\pi x)^{-1}\sin x$. We study in detail both asymptotic and finite sample properties of this estimator. It is shown that,…
We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…
Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…
Affine Frequency Division Multiplexing (AFDM), which is based on discrete affine Fourier transform (DAFT), has recently been proposed for reliable communication in high-mobility scenarios. Two low complexity detectors for AFDM are…
One of the most efficient ways to produce unconditional simulations is with the kernel convolution using fast Fourier transform (FFT) [1]. However, when data is located on a surface, this approach is not efficient because data needs to be…
This paper revisits the problem of computing empirical cumulative distribution functions (ECDF) efficiently on large, multivariate datasets. Computing an ECDF at one evaluation point requires $\mathcal{O}(N)$ operations on a dataset…
The well-known discrete Fourier transform (DFT) can easily be generalized to arbitrary nodes in the spatial domain. The fast procedure for this generalization is referred to as nonequispaced fast Fourier transform (NFFT). Various…