Related papers: Adaptive Kernel Estimation of the Spectral Density…
Spectral algorithms leverage spectral regularization techniques to analyze and process data, providing a flexible framework for addressing supervised learning problems. To deepen our understanding of their performance in real-world…
In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…
We propose an algorithm to estimate the common density $s$ of a stationary process $X_1,...,X_n$. We suppose that the process is either $\beta$ or $\tau$-mixing. We provide a model selection procedure based on a generalization of Mallows'…
We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…
A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…
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…
The kernel estimator is known not to be adequate for estimating the density of a positive random variable X. The main reason is the well-known boundary bias problems that it suffers from, but also its poor behaviour in the long right tail…
Building on the successes of local kernel methods for approximating the solutions to partial differential equations (PDE) and the evaluation of definite integrals (quadrature/cubature), a local estimate of the error in such approximations…
It is shown that the Hall, Hu and Marron [Hall, P., Hu, T., and Marron J.S. (1995), Improved Variable Window Kernel Estimates of Probability Densities, {\it Annals of Statistics}, 23, 1--10] modification of Abramson's [Abramson, I. (1982),…
The paper addresses the problem to estimate the power spectral density of an ARMA zero mean Gaussian process. We propose a kernel based maximum entropy spectral estimator. The latter searches the optimal spectrum over a class of high order…
Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…
We consider kernel estimators of the instantaneous frequency of a slowly evolving sinusoid in white noise. The expected estimation error consists of two terms. The systematic bias error grows as the kernel halfwidth increases while the…
Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…
We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…
Kernel density estimation is a key component of a wide variety of algorithms in machine learning, Bayesian inference, stochastic dynamics and signal processing. However, the unsupervised density estimation technique requires tuning a…
The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…
Kernel estimation techniques, such as mean shift, suffer from one major drawback: the kernel bandwidth selection. The bandwidth can be fixed for all the data set or can vary at each points. Automatic bandwidth selection becomes a real…
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…
We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…
In this paper we propose a method for automatic local time adap- tation of the spectrogram of an audio signal, based on its decomposition within a Gabor multi-frame. The sparsity of the analyses within each individual frame is evaluated…