Related papers: Density Deconvolution for Generalized Skew-Symmetr…
A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…
3D Gaussian Splatting (GS) has emerged as a powerful representation for high-quality scene reconstruction, offering compelling rendering quality. However, the training process of GS often suffers from slow convergence due to inefficient…
Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the…
The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It is known that when the Berkson errors are present, in some…
Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…
We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…
A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…
Skewed generalizations of the normal distribution have been a topic of great interest in the statistics community due to their diverse applications across several domains. One of the most popular skew normal distributions, due to its…
Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…
Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…
We have developed a new three-dimensional algorithm, based on the standard P$^3$M method, for computing deflections due to weak gravitational lensing. We compare the results of this method with those of the two-dimensional planar approach,…
Feature matching is a challenging computer vision task that involves finding correspondences between two images of a 3D scene. In this paper we consider the dense approach instead of the more common sparse paradigm, thus striving to find…
We are studying the problem of estimating density in a wide range of metric spaces, including the Euclidean space, the sphere, the ball, and various Riemannian manifolds. Our framework involves a metric space with a doubling measure and a…
This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…
Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma_n Z_i$ and the $Y$'s and $Z$'s are independent. Assume that the $Y$'s are unobservable and that they have the density $f$ and also that the $Z$'s have a known density $k.$…
It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While this condition is assumed in the majority of existing works…
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…
Score-based generative modeling (SGM) has grown to be a hugely successful method for learning to generate samples from complex data distributions such as that of images and audio. It is based on evolving an SDE that transforms white noise…
We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…
In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…