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Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

Statistics Theory · Mathematics 2017-01-23 Yannick Baraud , Lucien Birgé , Mathieu Sart

Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiple random variables. The problem of efficient representation of probability distributions is central in term of…

Artificial Intelligence · Computer Science 2016-08-16 David Bellot , Pierre Bessiere

An algorithm to improve performance parameter for unsupervised decision forest clustering and density estimation is presented. Specifically, a dual assignment parameter is introduced as a density estimator by combining Random Forest and…

Computer Vision and Pattern Recognition · Computer Science 2015-07-19 Hayder Albehadili , Naz Islam

In meta-analysis with continuous outcomes, the use of effect sizes based on the means is the most common. It is often found, however, that only the quantile summary measures are reported in some studies, and in certain scenarios, a…

Methodology · Statistics 2024-11-19 Alysha M De Livera , Luke Prendergast , Udara Kumaranathunga

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

Statistics Theory · Mathematics 2016-08-16 François Roueff , Tobias Rydén

The Neural Autoregressive Distribution Estimator (NADE) and its real-valued version RNADE are competitive density models of multidimensional data across a variety of domains. These models use a fixed, arbitrary ordering of the data…

Machine Learning · Statistics 2014-01-14 Benigno Uria , Iain Murray , Hugo Larochelle

The ability to remove unwanted dependencies from data is crucial in various domains, including fairness, robust learning, and privacy protection. In this work, we propose an encoder-based approach that learns a representation independent of…

Machine Learning · Computer Science 2026-03-05 Kathleen Anderson , Thomas Martinetz

Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…

Methodology · Statistics 2024-10-29 Kunal Das , Shan Yu , Guannan Wang , Li Wang

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

Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…

Machine Learning · Computer Science 2018-10-29 Amichai Painsky , Saharon Rosset

Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change…

Machine Learning · Statistics 2013-12-05 Francesca Petralia , Joshua Vogelstein , David B. Dunson

Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…

Methodology · Statistics 2026-03-03 Yun Cai , Hong Gu , Toby Kenney

Perhaps surprisingly, recent studies have shown probabilistic model likelihoods have poor specificity for out-of-distribution (OOD) detection and often assign higher likelihoods to OOD data than in-distribution data. To ameliorate this…

This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…

Methodology · Statistics 2021-08-24 Subhadeep Mukhopadhyay

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

We consider the estimation of densities in multiple subpopulations, where the available sample size in each subpopulation greatly varies. This problem occurs in epidemiology, for example, where different diseases may share similar…

Methodology · Statistics 2021-09-15 Jiaming Qiu , Xiongtao Dai , Zhengyuan Zhu

This paper presents a brand new nonparametric density estimation strategy named the best-scored random forest density estimation whose effectiveness is supported by both solid theoretical analysis and significant experimental performance.…

Machine Learning · Statistics 2019-05-10 Hanyuan Hang , Hongwei Wen

Decision trees are a popular family of models due to their attractive properties such as interpretability and ability to handle heterogeneous data. Concurrently, missing data is a prevalent occurrence that hinders performance of machine…

Machine Learning · Computer Science 2020-07-01 Pasha Khosravi , Antonio Vergari , YooJung Choi , Yitao Liang , Guy Van den Broeck