Related papers: Adaptive Kernel Estimation of the Spectral Density…
A frequently occurring challenge in experimental and numerical observation is how to resolve features, such as spectral peaks - with center, width, height - and derivatives from measured data with unavoidable noise. Therefore, we develop a…
A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…
A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…
In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…
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…
Kernel adaptive filtering (KAF) is proposed for nonlinearity-tolerant optical direct detection. For 7x128Gbit/s PAM4 transmission over 33.6km 7-core-fiber, KAF only needs 10 equalizer taps to reach KP4-FEC limit ([email protected]), whereas…
We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection…
This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…
We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…
Estimating a high-dimensional sparse covariance matrix from a limited number of samples is a fundamental problem in contemporary data analysis. Most proposals to date, however, are not robust to outliers or heavy tails. Towards bridging…
Variable kernel density estimation allows the approximation of a probability density by the mean of differently stretched and rotated kernels centered at given sampling points $y_n\in\mathbb{R}^d,\ n=1,\dots,N$. Up to now, the choice of the…
In this work, we propose a new inference procedure for understanding non-stationary processes, under the framework of evolutionary spectra developed by Priestley. Among various frameworks of modeling non-stationary processes, the…
Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…
Adaptive stretching, where the post compression signal is iteratively stretched to maximize the correlation between the pre and post compression rf echo frames, has demonstrated superior performance compared to gradient based methods. At…
We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…
This paper is concerned with adaptive kernel estimation of the L\'evy density N(x) for bounded-variation pure-jump L\'evy processes. The sample path is observed at n discrete instants in the "high frequency" context (\Delta = \Delta(n)…
The multipath radio channel is considered to have a non-bandlimited channel impulse response. Therefore, it is challenging to achieve high resolution time-delay (TD) estimation of multipath components (MPCs) from bandlimited observations of…
A new method is presented which allows time averaged density matrices of closed quantum systems to be computed via a constraint overlap maximization. Due to its simplicity, this method can be combined with algorithms based on tensor…
In this paper, adaptive hybrid beamforming methods are proposed for millimeter-wave range massive multiple-input-multiple-output (MIMO) systems considering single carrier wideband transmission in uplink data mode. A statistical analog…
A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear…