Related papers: Fast and Extensible Online Multivariate Kernel Den…
This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…
Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…
Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimation optimality for any input…
We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…
This work builds upon previous efforts in online incremental learning, namely the Incremental Gaussian Mixture Network (IGMN). The IGMN is capable of learning from data streams in a single-pass by improving its model after analyzing each…
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…
Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…
Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…
With the rise of the Internet of Things, strategies for effectively processing big data are essential for discovering meaningul insights. The time series datasets produced by groups of interconnected devices contain valuable underlying…
Comparing differently sized data sets is one main task in model assessment and calibration. This is due to field data being generally sparse compared to simulated model results. We tackled this task by the application of a new…
This paper studies the use of kernel density estimation (KDE) for linear algebraic tasks involving the kernel matrix of a collection of $n$ data points in $\mathbb R^d$. In particular, we improve upon existing algorithms for computing the…
In the kernel density estimation (KDE) problem, we are given a set $X$ of data points in $\mathbb{R}^d$, a kernel function $k: \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}$, and a query point $\mathbf{q} \in \mathbb{R}^d$, and…
Machine learning models are increasingly used to predict material properties and accelerate atomistic simulations, but the reliability of their predictions depends on the representativeness of the training data. We present a scalable,…
Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…
This paper introduces a novel kernel density estimator (KDE) based on the generalised exponential (GE) distribution, designed specifically for positive continuous data. The proposed GE KDE offers a mathematically tractable form that avoids…
While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…
We present a model for generating probabilistic forecasts by combining kernel density estimation (KDE) and quantile regression techniques, as part of the probabilistic load forecasting track of the Global Energy Forecasting Competition…
Kernel density estimation (KDE) stands out as a challenging task in machine learning. The problem is defined in the following way: given a kernel function $f(x,y)$ and a set of points $\{x_1, x_2, \cdots, x_n \} \subset \mathbb{R}^d$, we…
This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…
In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…