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We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma…

Probability · Mathematics 2014-07-10 A. V. Dobrovidov , L. A Markovich

We conducted a simple experiment in which one pedestrian passed through a crowded area and measured the body-rotational angular velocity with commercial tablets. Then, we developed a new method for predicting crowd density by applying the…

Physics and Society · Physics 2019-03-20 Koki Nagao , Daichi Yanagisawa , Katsuhiro Nishinari

Invariance to nuisance transformations is one of the desirable properties of effective representations. We consider transformations that form a \emph{group} and propose an approach based on kernel methods to derive local group invariant…

Machine Learning · Computer Science 2017-05-25 Anant Raj , Abhishek Kumar , Youssef Mroueh , P. Thomas Fletcher , Bernhard Schölkopf

The aim of this paper is to show the usefulness of Meyer wavelets for the classical problem of density estimation and for density deconvolution from noisy observations. By using such wavelets, the computation of the empirical wavelet…

Statistics Theory · Mathematics 2009-03-27 Jeremie Bigot

The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…

Statistics Theory · Mathematics 2013-03-05 Kumar Sricharan , Dennis Wei , Alfred O. Hero

This work is concerned with the study of asymptotic properties of nonparametric density estimates in the framework of circular data. The estimation procedure here applied is based on wavelet thresholding methods: the wavelets used are the…

Statistics Theory · Mathematics 2016-03-16 Claudio Durastanti

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Probability · Mathematics 2018-12-21 Ruben G. Ascoli

A new data-based smoothing parameter for circular kernel density (and its derivatives) estimation is proposed. Following the plug-in ideas, unknown quantities on an optimal smoothing parameter are replaced by suitable estimates. This paper…

Computation · Statistics 2022-11-21 Jose Ameijeiras-Alonso

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

Probability · Mathematics 2020-07-30 Tomasz Grzywny , Karol Szczypkowski

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Computational Physics · Physics 2009-09-03 Romain Nguyen van yen , Diego del-Castillo-Negrete , Kai Schneider , Marie Farge , Guangye Chen

In this note we provide a simple approximation theory motivation for the circular kernel density estimation and further explore the usefulness of the wrapped Cauchy kernel in this context. It is seen that the wrapped Cauchy kernel appears…

Statistics Theory · Mathematics 2016-01-20 Yogendra P. Chaubey

Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…

Statistics Theory · Mathematics 2009-09-29 Anton Schick , Wolfgang Wefelmeyer

The paper deals with kernel density estimates of filtering densities in the particle filter. The convergence of the estimates is investigated by means of Fourier analysis. It is shown that the estimates converge to the theoretical filtering…

Computation · Statistics 2014-07-29 David Coufal

This paper is concerned with density estimation of directional data on the sphere. We introduce a procedure based on thresholding on a new type of spherical wavelets called {\it needlets}. We establish a minimax result and prove its…

Statistics Theory · Mathematics 2010-04-30 P. Baldi , G. Kerkyacharian , D. Marinucci , D. Picard

From a wavelet analysis, one derives a nonparametrical estimator for the spectral density of a Gaussian process with stationary increments. First, the idealistic case of a continuous time path of the process is considered. A punctual…

Statistics Theory · Mathematics 2008-07-03 Jean-Marc Bardet , Pierre Bertrand , Véronique Billat

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role…

Statistics Theory · Mathematics 2010-10-21 Jérémie Bigot , Sébastien Gadat

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

This study proposes multivariate kernel density estimation by stagewise minimization algorithm based on $U$-divergence and a simple dictionary. The dictionary consists of an appropriate scalar bandwidth matrix and a part of the original…

Machine Learning · Statistics 2021-08-11 Kiheiji Nishida , Kanta Naito

We investigate the problem of density estimation on the unit circle and the unit sphere from a computational perspective. Our primary goal is to develop new density estimators that are both rate-optimal and computationally efficient for…

Statistics Theory · Mathematics 2026-05-08 Athanasios G. Georgiadis , Andrew P. Percival

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh