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In this paper a new family of minimum divergence estimators based on the Bregman divergence is proposed, where the defining convex function has an exponential nature. These estimators avoid the necessity of using an intermediate kernel…

Methodology · Statistics 2019-11-25 Taranga Mukherjee , Abhijit Mandal , Ayanendranath Basu

We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fully data driven procedure is based on the estimation of the Mellin transform…

Statistics Theory · Mathematics 2020-09-23 Sergio Brenner Miguel , Fabienne Comte , Jan Johannes

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Machine Learning · Computer Science 2021-01-15 Danica J. Sutherland , Liang Xiong , Barnabás Póczos , Jeff Schneider

The paper is devoted to Mellin convolution operators with meromorphic kernels in Bessel potential spaces. We encounter such operators while investigating boundary value problems for elliptic equations in planar 2D domains with angular…

Analysis of PDEs · Mathematics 2016-03-29 R. Duduchava

In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection of the joint density. A new copula estimator is then…

Statistics Theory · Mathematics 2021-12-21 Yves Ismaël Ngounou Bakam , Denys Pommeret

Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…

Machine Learning · Computer Science 2018-08-06 Mikhail Belkin

We study the problem of linear and convex aggregation of $M$ estimators of a density with respect to the mean squared risk. We provide procedures for linear and convex aggregation and we prove oracle inequalities for their risks. We also…

Statistics Theory · Mathematics 2007-06-13 Philippe Rigollet , Alexandre Tsybakov

Many signal processing and machine learning applications are built from evaluating a kernel on pairs of signals, e.g. to assess the similarity of an incoming query to a database of known signals. This nonlinear evaluation can be simplified…

Signal Processing · Electrical Eng. & Systems 2021-03-16 Vincent Schellekens , Laurent Jacques

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Alexander Meister

Kernel $k$-means clustering is a powerful tool for unsupervised learning of non-linearly separable data. Since the earliest attempts, researchers have noted that such algorithms often become trapped by local minima arising from…

Machine Learning · Statistics 2020-11-13 Debolina Paul , Saptarshi Chakraborty , Swagatam Das , Jason Xu

In this work we study the estimation of the density of a totally positive random vector. Total positivity of the distribution of a random vector implies a strong form of positive dependence between its coordinates and, in particular, it…

Statistics Theory · Mathematics 2023-05-10 Ali Zartash , Elina Robeva

We prove that kernel density estimation on symmetric spaces of non-compact type, whose L2-risk was bounded above in previous work (Asta,2021), in fact achieves a minimax rate of convergence. With this result, the story for kernel density…

Statistics Theory · Mathematics 2024-03-18 Dena Marie Asta

In this paper, we consider the problem of estimating the covariance kernel and its eigenvalues and eigenfunctions from sparse, irregularly observed, noise corrupted and (possibly) correlated functional data. We present a method based on…

Methodology · Statistics 2008-07-09 Debashis Paul , Jie Peng

The K-means algorithm is among the most commonly used data clustering methods. However, the regular K-means can only be applied in the input space and it is applicable when clusters are linearly separable. The kernel K-means, which extends…

Machine Learning · Computer Science 2020-12-08 Amir Aradnia , Maryam Amir Haeri , Mohammad Mehdi Ebadzadeh

Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally…

Machine Learning · Statistics 2020-01-31 Ryoya Yamasaki , Toshiyuki Tanaka

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda

Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…

Statistics Theory · Mathematics 2019-01-11 Jian Shi , Jiahui Yu , Anna Liu , Yuedong Wang

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

While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…

Machine Learning · Statistics 2014-11-18 Robert A. Vandermeulen , Clayton D. Scott

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Statistics Theory · Mathematics 2018-09-17 Fangzheng Xie , Yanxun Xu
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