Related papers: Direct Ensemble Estimation of Density Functionals
In this article we perform an asymptotic analysis of parallel Bayesian logspline density estimators. Such estimators are useful for the analysis of datasets that are partitioned into subsets and stored in separate databases without the…
In this paper, a novel framework for anomaly estimation is proposed. The basic idea behind our method is to reduce the data into a two-dimensional space and then rank each data point in the reduced space. We attempt to estimate the degree…
This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial…
We consider the problem of estimating the difference between two functional undirected graphical models with shared structures. In many applications, data are naturally regarded as high-dimensional random function vectors rather than…
Machine-learned regression models represent a promising tool to implement accurate and computationally affordable energy-density functionals to solve quantum many-body problems via density functional theory. However, while they can easily…
In this paper, we will discuss how to generalize nonparametric density estimators to MLE parametric estimators. Basing on the Parzen window theory and using the advantages of probability amplitude of quantum theory, we model a nonlinear…
Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…
In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is…
This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…
While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…
A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…
Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical…
Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…
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…
Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…
This paper presents an anomaly detection model that combines the strong statistical foundation of density-estimation-based anomaly detection methods with the representation-learning ability of deep-learning models. The method combines an…
Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…
We consider statistical models where functional data are artificially contaminated by independent Wiener processes in order to satisfy privacy constraints. We show that the corrupted observations have a Wiener density which determines the…
This paper develops a density deconvolution estimator that assumes the density of interest is a member of the generalized skew-symmetric (GSS) family of distributions. Estimation occurs in two parts: a skewing function, as well as location…
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…