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Related papers: Averaging of density kernel estimators

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Estimating the kernel mean in a reproducing kernel Hilbert space is a critical component in many kernel learning algorithms. Given a finite sample, the standard estimate of the target kernel mean is the empirical average. Previous works…

Machine Learning · Computer Science 2021-07-13 Xiaobo Xia , Shuo Shan , Mingming Gong , Nannan Wang , Fei Gao , Haikun Wei , Tongliang Liu

In this abstract paper, we introduce a new kernel learning method by a nonparametric density estimator. The estimator consists of a group of k-centroids clusterings. Each clustering randomly selects data points with randomly selected…

Machine Learning · Computer Science 2017-08-02 Xiao-Lei Zhang

This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…

Econometrics · Economics 2023-02-13 Zhewen Pan

This paper deals with the kernel density estimator based on the so-called sinc (or Fourier integral) kernel $K(x)=(\pi x)^{-1}\sin x$. We study in detail both asymptotic and finite sample properties of this estimator. It is shown that,…

Statistics Theory · Mathematics 2026-05-11 Ingrid Kristine Glad , Nils Lid Hjort , Nikolai G. Ushakov

We introduce a general method to prove uniform in bandwidth consistency of kernel-type function estimators. Examples include the kernel density estimator, the Nadaraya-Watson regression estimator and the conditional empirical process. Our…

Statistics Theory · Mathematics 2007-06-13 Uwe Einmahl , David M. Mason

We consider the problem of estimation of a bivariate density function with support $\Re\times[0,\infty)$, where a classical bivariate kernel estimator causes boundary bias due to the non-negative variable. To overcome this problem, we…

Applications · Statistics 2019-08-08 Uttam Bandyopadhyay , Soumita Modak

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

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

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

In this paper, we deal with the data-driven selection of multidimensional and possibly anisotropic bandwidths in the general framework of kernel empirical risk minimization. We propose a universal selection rule, which leads to optimal…

Statistics Theory · Mathematics 2016-08-11 Michaël Chichignoud , Sébastien Loustau

We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we…

Statistics Theory · Mathematics 2023-03-28 S. Valère Bitseki Penda

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

Kernel density estimation is a well known method involving a smoothing parameter (the bandwidth) that needs to be tuned by the user. Although this method has been widely used the bandwidth selection remains a challenging issue in terms of…

Statistics Theory · Mathematics 2019-02-05 Suzanne Varet , Claire Lacour , Pascal Massart , Vincent Rivoirard

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the…

Statistics Theory · Mathematics 2026-04-17 Nils Lid Hjort , Stephen G. Walker

In this work we give new density estimators by averaging classical density estimators such as the histogram, the frequency polygon and the kernel density estimators obtained over different bootstrap samples of the original data. We prove…

Methodology · Statistics 2018-08-24 Mathias Bourel , Jairo Cugliari

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

The methods of obtaining the average spectral shape in a low statistics regime are presented. Different approaches to averaging are extensively tested with simulated spectra, based on the ASCA responses. The issue of binning up the spectrum…

Astrophysics · Physics 2009-11-10 Piotr Lubinski

Model selection strategies have been routinely employed to determine a model for data analysis in statistics, and further study and inference then often proceed as though the selected model were the true model that were known a priori. This…

Methodology · Statistics 2018-02-13 Priyam Mitra , Heng Lian , Ritwik Mitra , Hua Liang , Min-ge Xie

Kernel-based methods offer a powerful and flexible mathematical framework for addressing histopolation problems. In histopolation, the available input data does not consist of pointwise function samples but of averages taken over intervals…

Numerical Analysis · Mathematics 2026-01-14 Ludovico Bruni Bruno , Giacomo Cappellazzo , Wolfgang Erb , Mohammad Karimnejad Esfahani

We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…

Machine Learning · Statistics 2025-03-11 Gilles Blanchard , Jean-Baptiste Fermanian , Hannah Marienwald