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Kernel density estimation is a well known method involving a smoothing parameter (the bandwidth) that needs to be tuned by the user. Although this method has been widely used the bandwidth selection remains a challenging issue in terms of…

Statistics Theory · Mathematics 2019-02-05 Suzanne Varet , Claire Lacour , Pascal Massart , Vincent Rivoirard

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…

Machine Learning · Statistics 2020-06-15 Yohan Jung , Kyungwoo Song , Jinkyoo Park

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

Methodology · Statistics 2020-01-09 Xianzheng Huang , Haiming Zhou

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

Spatial autocorrelation in regression models can lead to downward biased standard errors and thus incorrect inference. The most common correction in applied economics is the spatial heteroskedasticity and autocorrelation consistent (HAC)…

Econometrics · Economics 2026-03-05 Alexander Lehner

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry

This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and…

Methodology · Statistics 2025-03-24 Hyunwoo Lee , Young Woong Park

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

We present a technique for jointly denoising bursts of images taken from a handheld camera. In particular, we propose a convolutional neural network architecture for predicting spatially varying kernels that can both align and denoise…

Computer Vision and Pattern Recognition · Computer Science 2018-03-30 Ben Mildenhall , Jonathan T. Barron , Jiawen Chen , Dillon Sharlet , Ren Ng , Robert Carroll

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

This paper introduces a general method to approximate the convolution of an arbitrary program with a Gaussian kernel. This process has the effect of smoothing out a program. Our compiler framework models intermediate values in the program…

Graphics · Computer Science 2017-06-06 Yuting Yang , Connelly Barnes

We survey classical kernel methods for providing nonparametric solutions to problems involving measurement error. In particular we outline kernel-based methodology in this setting, and discuss its basic properties. Then we point to close…

Methodology · Statistics 2010-03-02 Aurore Delaigle , Peter Hall

The paper proposes a specification test based on two estimates of distribution function. One is the traditional kernel distribution function estimate and the other is a newly proposed convolution-type distribution function estimate.…

Statistics Theory · Mathematics 2016-03-03 Kun Ho Kim , Jiwoong Kim

We apply kernel mean embedding methods to sample-based stochastic optimization and control. Specifically, we use the reduced-set expansion method as a way to discard sampled scenarios. The effect of such constraint removal is improved…

Optimization and Control · Mathematics 2020-04-24 Jia-Jie Zhu , Moritz Diehl , Bernhard Schölkopf

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

The histogram estimator of a discrete probability mass function often exhibits undesirable properties related to zero probability estimation both within the observed range of counts and outside into the tails of the distribution. To…

Methodology · Statistics 2021-08-19 Alan Huang , Lucas Sippel , Thomas Fung
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