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Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…

Machine Learning · Statistics 2023-07-06 Guangyu Wu , Anders Lindquist

Reconstruction of sets from a random sample of points intimately related to them is the goal of set estimation theory. Within this context, a particular problem is the one related with the reconstruction of density level sets and…

Methodology · Statistics 2020-11-06 Paula Saavedra-Nieves , Rosa María Crujeiras

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the…

Methodology · Statistics 2014-07-15 Bert van Es , Peter Spreij , Harry van Zanten

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Statistics Theory · Mathematics 2026-02-12 Hyeok Kyu Kwon , Dongha Kim , Ilsang Ohn , Minwoo Chae

We study the problem of space and time efficient evaluation of a nonparametric estimator that approximates an unknown density. In the regime where consistent estimation is possible, we use a piecewise multivariate polynomial interpolation…

Statistics Theory · Mathematics 2020-11-11 Paxton Turner , Jingbo Liu , Philippe Rigollet

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

The super-parametric density estimators and its related algorism were suggested by Y. -S. Tsai et al [7]. The number of parameters is unlimited in the super- parametric estimators and it is a general theory in sense of unifying or…

Computation · Statistics 2008-11-07 Yeong-Shyeong Tsai , Ying-Lin Hsu , Mung-Chung Shung

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…

Methodology · Statistics 2026-02-17 Nils Lid Hjort

We introduce a density basis of the trigonometric polynomials that is suitable to mixture modelling. Statistical and geometric properties are derived, suggesting it as a circular analogue to the Bernstein polynomial densities. Nonparametric…

Methodology · Statistics 2019-02-26 Olivier Binette , Simon Guillotte

In this paper, we will discuss how to generalize nonparametric density estimators to MLE parametric estimators. Basing on the Parzen window theory and using the advantages of probability amplitude of quantum theory, we model a nonlinear…

Statistics Theory · Mathematics 2008-11-13 Yeong-Shyeong Tsai

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

We investigate the inference of varifold structures in a statistical framework: assuming that we have access to i.i.d. samples in $\mathbb{R}^n$ obtained from an underlying $d$--dimensional shape $S$ endowed with a possibly non uniform…

Classical Analysis and ODEs · Mathematics 2026-04-21 Charly Boricaud , Blanche Buet

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the…

Statistics Theory · Mathematics 2012-11-15 Bing-Yi Jing , Guangming Pan , Qi-Man Shao , Wang Zhou

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…

Statistics Theory · Mathematics 2026-03-31 Jianqing Fan , Zheng Tracy Ke , Zhaoyang Shi

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptotic properties. Finite…

Econometrics · Economics 2021-11-09 Abhimanyu Gupta , Javier Hidalgo

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

It is a standard assumption that datasets in high dimension have an internal structure which means that they in fact lie on, or near, subsets of a lower dimension. In many instances it is important to understand the real dimension of the…

Machine Learning · Statistics 2025-07-21 James A. D. Binnie , Paweł Dłotko , John Harvey , Jakub Malinowski , Ka Man Yim