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While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…

Methodology · Statistics 2018-04-05 Sutanoy Dasgupta , Debdeep Pati , Ian H. Jermyn , Anuj Srivastava

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

Conditional density estimation (CDE) is a fundamental task in machine learning that aims to model the full conditional law $\mathbb{P}(\mathbf{y} \mid \mathbf{x})$, beyond mere point prediction (e.g., mean, mode). A core challenge is…

Machine Learning · Computer Science 2026-03-27 Chenglong Song , Mazharul Islam , Lin Wang , Bing Chen , Bo Yang

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

Machine Learning · Computer Science 2018-09-18 Dmitry Kopitkov , Vadim Indelman

In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…

Methodology · Statistics 2026-03-10 Roxana Darvishi , David C. Stenning , Ted von Hippel , Owen G. Ward

A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

Data Analysis, Statistics and Probability · Physics 2007-05-30 R. Labbé

Density estimation plays a crucial role in many data analysis tasks, as it infers a continuous probability density function (PDF) from discrete samples. Thus, it is used in tasks as diverse as analyzing population data, spatial locations in…

Machine Learning · Computer Science 2021-07-26 Patrik Puchert , Pedro Hermosilla , Tobias Ritschel , Timo Ropinski

Density ratio estimation in high dimensions can be reframed as integrating a certain quantity, the time score, over probability paths which interpolate between the two densities. In practice, the time score has to be estimated based on…

Machine Learning · Computer Science 2025-06-13 Hanlin Yu , Arto Klami , Aapo Hyvärinen , Anna Korba , Omar Chehab

Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the…

Fluid Dynamics · Physics 2016-03-15 Lennart Schüler , Nicolae Suciu , Peter Knabner , Sabine Attinger

Experimental data in Particle and Nuclear physics, Particle Astrophysics and Radiation Protection Dosimetry are obtained from experimental facilities comprising a complex array of sensors, electronics and software. Computer simulation is…

Data Analysis, Statistics and Probability · Physics 2025-03-06 Nikolay D. Gagunashvili

Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…

Statistics Theory · Mathematics 2024-06-04 Thijs Bos , Johannes Schmidt-Hieber

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

Quantum Physics · Physics 2007-05-23 Ferenc Balázs , Sándor Imre

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth

Diffusion probabilistic models (DPMs) have achieved impressive success in visual generation. While, they suffer from slow inference speed due to iterative sampling. Employing fewer sampling steps is an intuitive solution, but this will also…

Computer Vision and Pattern Recognition · Computer Science 2025-06-17 Hu Yu , Hao Luo , Fan Wang , Feng Zhao

Reliable density estimation is fundamental for numerous applications in statistics and machine learning. In many practical scenarios, data are best modeled as mixtures of component densities that capture complex and multimodal patterns.…

Machine Learning · Computer Science 2025-09-30 Mustafa Musab , Joseph K. Chege , Arie Yeredor , Martin Haardt

The analytical formalism to obtain the probability distribution functions (PDFs) of spherically-averaged cosmic densities and velocity divergences in the mildly non-linear regime is presented. A large-deviation principle is applied to those…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-03 Cora Uhlemann , Sandrine Codis , Oliver Hahn , Christophe Pichon , Francis Bernardeau

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili
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