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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 density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

Data Analysis, Statistics and Probability · Physics 2015-02-27 Anton Poluektov

Estimating the innovation probability density is an important issue in any regression analysis. This paper focuses on functional autoregressive models. A residual-based kernel estimator is proposed for the innovation density. Asymptotic…

Methodology · Statistics 2010-05-07 Nadine Hilgert , Bruno Portier

Length-biased data are a particular case of weighted data, which arise in many situations: biomedicine, quality control or epidemiology among others. In this paper we study the theoretical properties of kernel density estimation in the…

It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point, where their curvatures have the same…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Kee-Hoon Kang

We construct a kernel density estimator on symmetric spaces of non-compact type and establish an upper bound for its convergence rate, analogous to the minimax rate for classical kernel density estimators on Euclidean space. Symmetric…

Statistics Theory · Mathematics 2022-06-30 Dena Marie Asta

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

The consistency of a learning method is usually established under the assumption that the observations are a realization of an independent and identically distributed (i.i.d.) or mixing process. Yet, kernel methods such as support vector…

Machine Learning · Computer Science 2024-06-11 Pierre-François Massiani , Sebastian Trimpe , Friedrich Solowjow

The standard definition of pedestrian density produces scattered values, hence, many approaches have been developed to improve the features of the estimated density. This paper provides a review of generally applied methods and presents a…

Physics and Society · Physics 2023-07-18 Jana Vacková , Marek Bukáček

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

Methodology · Statistics 2019-03-26 Hamza Dhakera , El Hadji Demeb , Youssou Cissb

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

Density estimation is a fundamental task in statistics and machine learning applications. Kernel density estimation is a powerful tool for non-parametric density estimation in low dimensions; however, its performance is poor in higher…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Fabio A. González

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…

Methodology · Statistics 2026-05-15 Torey Hilbert

The reconstruction of smooth density fields from scattered data points is a procedure that has multiple applications in a variety of disciplines, including Lagrangian (particle-based) models of solute transport in fluids. In random walk…

Computational Physics · Physics 2019-09-04 Guillem Sole-Mari , Diogo Bolster , Daniel Fernàndez-Garcia , Xavier Sanchez-Vila

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of…

Statistics Theory · Mathematics 2023-10-17 Matias D. Cattaneo , Yingjie Feng , William G. Underwood

The inference of evolutionary histories is a central problem in evolutionary biology. The analysis of a sample of phylogenetic trees can be conducted in Billera-Holmes-Vogtmann tree space, which is a CAT(0) metric space of phylogenetic…

Statistics Theory · Mathematics 2025-10-22 Yuki Takazawa , Tomonari Sei

This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…

Econometrics · Economics 2020-05-21 Juan Carlos Escanciano

Robust density estimation refers to the consistent estimation of the density function even when the data is contaminated by outliers. We find that existing forest density estimation at a certain point is inherently resistant to the outliers…

Machine Learning · Statistics 2025-01-28 Hongwei Wen , Annika Betken , Tao Huang
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