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We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

Cross-validation is a well-known and widely used bandwidth selection method in nonparametric regression estimation. However, this technique has two remarkable drawbacks: (i) the large variability of the selected bandwidths, and (ii) the…

Methodology · Statistics 2021-05-11 D. Barreiro-Ures , R. Cao , M. Francisco-Fernández

This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial…

Methodology · Statistics 2020-08-06 Yang Liu , David Ruppert

Hyperspectral images have far more spectral bands than ordinary multispectral images. Rich band information provides more favorable conditions for the tremendous applications. However, significant increase in the dimensionality of spectral…

Computer Vision and Pattern Recognition · Computer Science 2018-02-21 Fei Li , Pingping Zhang , Huchuan Lu

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the…

Statistics Theory · Mathematics 2026-04-17 Nils Lid Hjort , Stephen G. Walker

We propose a nonparametric bivariate time-varying coefficient model for longitudinal measurements with the occurrence of a terminal event that is subject to right censoring. The time-varying coefficients capture the longitudinal…

Methodology · Statistics 2021-11-10 Yue Wang , Bin Nan , Jack D. Kalbfleisch

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…

Machine Learning · Computer Science 2021-10-26 Firuz Kamalov , Ashraf Elnagar

In many applications, it is desirable to extract only the relevant information from complex input data, which involves making a decision about which input features are relevant. The information bottleneck method formalizes this as an…

Machine Learning · Statistics 2020-04-28 Anirudh Goyal , Yoshua Bengio , Matthew Botvinick , Sergey Levine

A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…

Computation · Statistics 2018-11-06 J. Martin van Zyl

We address the problem of density estimation with $\mathbb{L}_s$-loss by selection of kernel estimators. We develop a selection procedure and derive corresponding $\mathbb{L}_s$-risk oracle inequalities. It is shown that the proposed…

Statistics Theory · Mathematics 2012-11-26 Alexander Goldenshluger , Oleg Lepski

We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it…

Machine Learning · Statistics 2021-11-02 Ingo Steinwart , Bharath K. Sriperumbudur , Philipp Thomann

Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…

Statistics Theory · Mathematics 2012-06-14 Judson B. Locke , Adrian M. Peter

The density weighted average derivative (DWAD) of a regression function is a canonical parameter of interest in economics. Classical first-order large sample distribution theory for kernel-based DWAD estimators relies on tuning parameter…

Econometrics · Economics 2024-02-16 Matias D. Cattaneo , Max H. Farrell , Michael Jansson , Ricardo Masini

We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary bias problem and we propose a data-driven procedure based on…

Statistics Theory · Mathematics 2018-10-29 Karine Bertin , Salima El Kolei , Nicolas Klutchnikoff

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically chosen in an ad-hoc manner and heavily affect the resulting…

Machine Learning · Statistics 2019-12-20 Diego Granziol , Robin Ru , Stefan Zohren , Xiaowen Dong , Michael Osborne , Stephen Roberts

We consider the band assignment problem in dual band systems, where the base-station (BS) chooses one of the two available frequency bands (centimeter-wave and millimeter-wave bands) to communicate data to the mobile station (MS). While the…

Signal Processing · Electrical Eng. & Systems 2018-10-04 Daoud Burghal , Rui Wang , Andreas F. Molisch

This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…

Methodology · Statistics 2025-09-30 Vanessa McNealis , Christian Léger

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

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,…

Statistics Theory · Mathematics 2026-05-11 Ingrid Kristine Glad , Nils Lid Hjort , Nikolai G. Ushakov

Kernel two-sample tests have been widely used, and the development of efficient methods for high-dimensional, large-scale data is receiving increasing attention in the big data era. However, existing methods, such as the maximum mean…

Methodology · Statistics 2025-10-03 Hoseung Song , Hao Chen