English
Related papers

Related papers: A Tutorial on Kernel Density Estimation and Recent…

200 papers

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

In this paper, we consider a k-nearest neighbor kernel type estimator when the random variables belong in a Riemannian manifolds. We study asymptotic properties such as the consistency and the asymptotic distribution. A simulation study is…

Statistics Theory · Mathematics 2011-06-24 Guillermo Henry , Andrés Muñoz , Daniela Rodriguez

Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

Methodology · Statistics 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman

Inference of transfer operators from data is often formulated as a classical problem that hinges on the Ulam method. The conventional description, known as the Ulam-Galerkin method, involves projecting onto basis functions represented as…

Machine Learning · Computer Science 2024-02-21 Sudam Surasinghe , Jeremie Fish , Erik M. Bollt

This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in…

Artificial Intelligence · Computer Science 2016-06-29 Bo Tang , Haibo He

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…

Computation · Statistics 2020-02-18 Nicolas Langrené , Xavier Warin

Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would necessarily face in this situation.…

Methodology · Statistics 2013-03-19 Gery Geenens

This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…

Methodology · Statistics 2022-03-04 Kiheiji Nishida

We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HDR estimation. This approximation is then…

Statistics Theory · Mathematics 2010-10-05 R. J. Samworth , M. P. Wand

We present xokde++, a state-of-the-art online kernel density estimation approach that maintains Gaussian mixture models input data streams. The approach follows state-of-the-art work on online density estimation, but was redesigned with…

Machine Learning · Computer Science 2016-06-10 Jaime Ferreira , David Martins de Matos , Ricardo Ribeiro

We are interested in the rate of consistency of kernel density estimators with respect to the weighted sup-norm determined by some unbounded weight function. This problem has been considered by Gine, Koltchinskii and Zinn (2004) for a…

Statistics Theory · Mathematics 2007-06-13 Julia Dony , Uwe Einmahl

A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values…

Statistics Theory · Mathematics 2018-12-10 Ali Al-Sharadqah , Majid Mojirsheibani

Traditional interpolation techniques for particle tracking include binning and convolutional formulas that use pre-determined (i.e., closed-form, parameteric) kernels. In many instances, the particles are introduced as point sources in time…

Data Analysis, Statistics and Probability · Physics 2021-05-05 David A Benson , Diogo Bolster , Stephen Pankavich , Michael J Schmidt

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

Statistics Theory · Mathematics 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho

The problem of fast computation of multivariate kernel density estimation (KDE) is still an open research problem. In our view, the existing solutions do not resolve this matter in a satisfactory way. One of the most elegant and efficient…

Computation · Statistics 2016-09-08 Artur Gramacki , Jarosław Gramacki

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

Tabular data generation considers a large table with multiple columns -- each column comprised of numerical, categorical, or sometimes ordinal values. The goal is to produce new rows for the table that replicate the distribution of rows…

Machine Learning · Computer Science 2026-05-19 Meysam Alishahi , Yan Zheng , Junpeng Wang , Chin-Chia Michael Yeh , Jeff M. Phillips

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia