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We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

Statistics Theory · Mathematics 2020-11-02 Clément Berenfeld , Marc Hoffmann

We tackle the problem of the estimation of the level sets L_f({\lambda}) of the density f of a random vector X supported on a smooth manifold M\subsetR^d , from an iid sample of X. To do that we introduce a kernel-based estimator f^n,h ,…

Statistics Theory · Mathematics 2021-03-30 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno

Consider the problem of estimating the $\gamma$-level set $G^*_{\gamma}=\{x:f(x)\geq\gamma\}$ of an unknown $d$-dimensional density function $f$ based on $n$ independent observations $X_1,...,X_n$ from the density. This problem has been…

Statistics Theory · Mathematics 2009-08-26 Aarti Singh , Clayton Scott , Robert Nowak

We derive asymptotic theory for the plug-in estimate for density level sets under Hausdoff loss. Based on the asymptotic theory, we propose two bootstrap confidence regions for level sets. The confidence regions can be used to perform tests…

Methodology · Statistics 2016-09-06 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

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

Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…

Statistics Theory · Mathematics 2019-05-09 Alberto Rodríguez-Casal , Paula Saavedra-Nieves

Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are…

Statistics Theory · Mathematics 2017-12-27 Johannes T. N. Krebs

Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…

Statistics Theory · Mathematics 2020-01-01 Wanli Qiao

We derive non-asymptotic minimax bounds for the Hausdorff estimation of $d$-dimensional submanifolds $M \subset \mathbb{R}^D$ with (possibly) non-empty boundary $\partial M$. The model reunites and extends the most prevalent…

Statistics Theory · Mathematics 2023-03-13 Eddie Aamari , Catherine Aaron , Clément Levrard

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

Let $f$ be a multivariate density and $f\_n$ be a kernel estimate of $f$ drawn from the $n$-sample $X\_1,...,X\_n$ of i.i.d. random variables with density $f$. We compute the asymptotic rate of convergence towards 0 of the volume of the…

Statistics Theory · Mathematics 2007-06-13 Benoit Cadre

The lens depth of a point has been recently extended to general metric spaces, which is not the case for most depths. It is defined as the probability of being included in the intersection of two random balls centred at two random points X…

Statistics Theory · Mathematics 2021-03-30 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno

Surface integrals on density level sets often appear in asymptotic results in nonparametric level set estimation (such as for confidence regions and bandwidth selection). Also surface integrals can be used to describe the shape of level…

Statistics Theory · Mathematics 2019-04-30 Wanli Qiao

We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…

Machine Learning · Statistics 2021-01-14 Wenjing Liao , Mauro Maggioni , Stefano Vigogna

In the context of density level set estimation, we study the convergence of general plug-in methods under two main assumptions on the density for a given level $\lambda$. More precisely, it is assumed that the density (i) is smooth in a…

Statistics Theory · Mathematics 2016-09-07 Philippe Rigollet , Régis Vert

Density estimation is a crucial component of many machine learning methods, and manifold learning in particular, where geometry is to be constructed from data alone. A significant practical limitation of the current density estimation…

Classical Analysis and ODEs · Mathematics 2016-01-06 Tyrus Berry , Timothy Sauer

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…

Statistics Theory · Mathematics 2025-05-30 Jack Kendrick

We introduce methods for estimating the spectral density of a random field on a $d$-dimensional lattice from incomplete gridded data. Data are iteratively imputed onto an expanded lattice according to a model with a periodic covariance…

Methodology · Statistics 2019-08-12 Joseph Guinness

In this note we derive an upper bound for the Hausdorff dimension of the stable set of a hyperbolic set $\Lambda$ of a $C^2$ diffeomorphisms on a $n$-dimensional manifold. As a consequence we obtain that $\dim_H W^s(\Lambda)=n$ is…

Dynamical Systems · Mathematics 2007-05-23 Rasul Shafikov , Christian Wolf
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