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In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…

Statistics Theory · Mathematics 2020-07-01 Pierre Humbert , Batiste Le Bars , Ludovic Minvielle , Nicolas Vayatis

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

Machine Learning · Computer Science 2020-03-31 Yuanzhi Li , Yingyu Liang

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

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…

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

Identifying pure components in mixtures is a common yet challenging problem. The associated unmixing process requires the pure components, also known as endmembers, to be sufficiently spectrally distinct. Even with this requirement met,…

Data Analysis, Statistics and Probability · Physics 2023-11-16 Oliver Hoidn , Aashwin Mishra , Apurva Mehta

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-21 Peterson Mambondimumwe , Sphiwe B. Skhosana , Najmeh Nakhaei Rad

Kernel methods, being supported by a well-developed theory and coming with efficient algorithms, are among the most popular and successful machine learning techniques. From a mathematical point of view, these methods rest on the concept of…

Machine Learning · Statistics 2023-03-20 Christian Fiedler , Michael Herty , Michael Rom , Chiara Segala , Sebastian Trimpe

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda

We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale…

Statistics Theory · Mathematics 2025-07-21 Guanfu Liu , Pengfei Li , Yukun Liu , Xiaolong Pu

Finite Mixture of Regressions (FMR) models are among the most widely used approaches in dealing with the heterogeneity among the observations in regression problems. One of the limitations of current approaches is their inability to…

Applications · Statistics 2018-06-25 Haidar Almohri , Arash Ali Amini , Ratna Babu Chinnam

Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as…

Computation · Statistics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…

Machine Learning · Statistics 2018-09-03 Xiuyuan Cheng , Alexander Cloninger , Ronald R. Coifman

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and their attendant risks to society. For continuous mixtures of…

Machine Learning · Statistics 2025-06-18 Michael R. Powers , Jiaxin Xu

For many machine learning problem settings, particularly with structured inputs such as sequences or sets of objects, a distance measure between inputs can be specified more naturally than a feature representation. However, most standard…

Machine Learning · Statistics 2018-05-28 Lingfei Wu , Ian En-Hsu Yen , Fangli Xu , Pradeep Ravikumar , Michael Witbrock

Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…

Statistics Theory · Mathematics 2023-05-05 Pierre Alquier , Mathieu Gerber

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

In this study, we establish a basis for selecting similarity measures when applying machine learning techniques to solve materials science problems. This selection is considered with an emphasis on the distinctiveness between materials that…

Machine Learning · Computer Science 2019-03-27 Tran-Thai Dang , Tien-Lam Pham , Hiori Kino , Takashi Miyake , Hieu-Chi Dam