English
Related papers

Related papers: Central limit theorem for the variable bandwidth k…

200 papers

In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both the numerator and the denominator. We prove risk bounds for…

Statistics Theory · Mathematics 2021-05-10 Fabienne Comte , Nicolas Marie

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

In this paper, we investigate the supremum-norm generalization error and the uniform inference for a specific class of kernel regression methods, namely the kernel gradient flows. Under the widely adopted capacity-source condition framework…

Statistics Theory · Mathematics 2026-05-08 Yuqian Cheng , Zhuo Chen , Qian Lin

We consider the problem of kernel classification. While worst-case bounds on the decay rate of the prediction error with the number of samples are known for some classifiers, they often fail to accurately describe the learning curves of…

Machine Learning · Statistics 2023-09-07 Hugo Cui , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

The problem of adaptive noisy clustering is investigated. Given a set of noisy observations $Z_i=X_i+\epsilon_i$, $i=1,...,n$, the goal is to design clusters associated with the law of $X_i$'s, with unknown density $f$ with respect to the…

Statistics Theory · Mathematics 2013-06-11 Michael Chichignoud , Sébastien Loustau

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

Probability · Mathematics 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

In the analysis of spatial point patterns on linear networks, a critical statistical objective is estimating the first-order intensity function, representing the expected number of points within specific subsets of the network. Typically,…

Methodology · Statistics 2023-09-19 Jonatan A. González , Paula Moraga

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

For the kernel estimator of the quantile density function (the derivative of the quantile function), I show how to perform the boundary bias correction, establish the rate of strong uniform consistency of the bias-corrected estimator, and…

Econometrics · Economics 2022-07-20 Grigory Franguridi

A new data-based smoothing parameter for circular kernel density (and its derivatives) estimation is proposed. Following the plug-in ideas, unknown quantities on an optimal smoothing parameter are replaced by suitable estimates. This paper…

Computation · Statistics 2022-11-21 Jose Ameijeiras-Alonso

A hybrid estimator of the log-spectral density of a stationary time series is proposed. First, a multiple taper estimate is performed, followed by kernel smoothing the log-multitaper estimate. This procedure reduces the expected mean square…

Methodology · Statistics 2020-02-18 Alexander Sidorenko , Kurt S. Riedel

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

Statistics Theory · Mathematics 2024-04-12 Sobom M. Somé , Célestin C. Kokonendji , Smail Adjabi , Naushad A. Mamode Khan , Said Beddek

Semicontinuous outcomes occur frequently in health services, insurance, and cost studies. Standard nonparametric density estimators are not well suited to such data because they do not naturally accommodate the mixed structure, the…

Methodology · Statistics 2026-05-06 Guanjie Lyu , Frédéric Ouimet , Cindy Feng

Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator, especially local linear case, is employed to estimate the…

Probability · Mathematics 2017-02-06 Yuping Song , Hanchao Wang

The performance and ease of use of deep learning-based binary classifiers have improved significantly in recent years. This has opened up the potential for automating critical inspection tasks, which have traditionally only been trusted to…

Machine Learning · Computer Science 2026-02-25 Thorbjørn Mosekjær Iversen , Zebin Duan , Frederik Hagelskjær

Using a central limit theorem for arrays of interacting quantum systems, we give analytical expressions for the density of states and the partition function at finite temperature of such a system, which are valid in the limit of infinite…

Statistical Mechanics · Physics 2009-11-10 Michael Hartmann , Guenter Mahler , Ortwin Hess

A standard approach to confidence intervals for quantiles requires good estimates of the quantile density. The optimal bandwidth for kernel estimation of the quantile density depends on an underlying location-scale family only through the…

Methodology · Statistics 2017-02-01 Luke A. Prendergast , Robert G. Staudte

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley