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Density ratio estimation (DRE) is a useful tool for quantifying discrepancies between probability distributions, but existing approaches often involve a trade-off between estimation quality and computational efficiency. Classical direct DRE…

Machine Learning · Statistics 2026-04-14 Wei Chen , Qibin Zhao , John Paisley , Junmei Yang , Delu Zeng

We consider the problem of estimating a spatially varying density function, motivated by problems that arise in large-scale radiological survey and anomaly detection. In this context, the density functions to be estimated are the background…

Methodology · Statistics 2017-11-17 Wesley Tansey , Alex Athey , Alex Reinhart , James G. Scott

This work is an attempt to transfer to biology the methods developed in physics for formulating and solving the kinetic equations in which the kernel of the integral operator in spatial coordinates is slowly decreasing with increasing…

Quantitative Methods · Quantitative Biology 2020-07-14 A. B. Kukushkin , A. A. Kulichenko , A. V. Sokolov

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

We investigate the form of the one-point probability distribution function (pdf) for the density field of the interstellar medium using numerical simulations that successively reduce the number of physical processes included.…

Astrophysics · Physics 2014-10-13 J. Scalo , E. Vazquez-Semadeni , D. Chappell , T. Passot

We investigate the estimation of a weighted density taking the form $g=w(F)f$, where $f$ denotes an unknown density, $F$ the associated distribution function and $w$ is a known (non-negative) weight. Such a class encompasses many examples,…

Statistics Theory · Mathematics 2017-03-13 Fabien Navarro , Christophe Chesneau , Jalal Fadili

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Methodology · Statistics 2016-10-10 Adelchi Azzalini

Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicability and well-known success, transport maps suffer from…

Numerical Analysis · Mathematics 2020-08-11 Martin Eigel , Robert Gruhlke , Manuel Marschall

Bayesian estimation strategies represent the most fundamental formulation of the state estimation problem available, and apply readily to nonlinear systems with non-Gaussian uncertainties. The present paper introduces a novel method for…

Optimization and Control · Mathematics 2013-01-22 T R Bewley , A S Sharma

The applications of traditional statistical feature selection methods to high-dimension, low sample-size data often struggle and encounter challenging problems, such as overfitting, curse of dimensionality, computational infeasibility, and…

Machine Learning · Statistics 2023-12-19 Kexuan Li , Fangfang Wang , Lingli Yang , Ruiqi Liu

This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a…

Statistics Theory · Mathematics 2016-08-23 Shashank Singh , Barnabás Póczos

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein

Smooth Estimation of probability density and distribution functions from its sample is an attractive and an important problem that has applications in several fields such as, business, medicine, and environment. This article introduces a…

Methodology · Statistics 2025-04-02 Elsayed A. H. Elamir

It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Methodology · Statistics 2022-10-26 Antik Chakraborty , Rihui Ou , David B. Dunson

In many applications of computer vision it is important to accurately estimate the trajectory of an object over time by fusing data from a number of sources, of which 2D and 3D imagery is only one. In this paper, we show how to use a deep…

Computer Vision and Pattern Recognition · Computer Science 2021-12-06 Fan Jiang , Andrew Marmon , Ildebrando De Courten , Marc Rasi , Frank Dellaert

In this paper, we introduce a new and efficient data augmentation approach to the posterior inference of the models with shape parameters when the reciprocal gamma function appears in full conditional densities. Our approach is to…

Methodology · Statistics 2023-11-08 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…

Machine Learning · Statistics 2020-11-09 Juho Piironen , Markus Paasiniemi , Aki Vehtari

Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…

Machine Learning · Statistics 2018-03-13 Dangna Li , Kun Yang , Wing Hung Wong

Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…

Machine Learning · Statistics 2015-09-24 Kun Yang , Hao Su , Wing Hung Wang