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This study proves that Nearest Neighbor (NN) matching can be interpreted as an instance of Riesz regression for automatic debiased machine learning. Lin et al. (2023) shows that NN matching is an instance of density-ratio estimation with…

Econometrics · Economics 2025-10-29 Masahiro Kato

We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…

Statistics Theory · Mathematics 2009-04-21 Jussi Klemelä , Enno Mammen

We study the estimation of quadratic Sobolev-type integral functionals of an unknown density on the unit sphere. The functional is defined through fractional powers of the Laplace--Beltrami operator and provides a global measure of…

Statistics Theory · Mathematics 2026-02-05 Claudio Durastanti

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yu. I. Bogdanov

Traditional measures of smoothness often fail to provide accurate $L_p$-error estimates for approximation by sampling or interpolation operators, especially for functions with low smoothness. To address this issue, we introduce a modified…

Numerical Analysis · Mathematics 2025-07-02 Yurii Kolomoitsev

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

Probability · Mathematics 2023-11-14 Lucia Caramellino , Giacomo Giorgio , Maurizia Rossi

In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one…

Methodology · Statistics 2023-07-10 Yi Zhao , Abhirup Datta , Bohao Tang , Vadim Zipunnikov , Brian S. Caffo

We analyze the $\ell_1$ and $\ell_\infty$ convergence rates of k nearest neighbor density estimation method. Our analysis includes two different cases depending on whether the support set is bounded or not. In the first case, the…

Machine Learning · Statistics 2020-10-02 Puning Zhao , Lifeng Lai

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth

This paper combines probability theory and fractional calculus to derive a novel integral representation of the three-parameter Mittag-Leffler function or Prabhakar function, where the three parameters are combinations of four base…

Probability · Mathematics 2023-04-21 Nomvelo Karabo Sibisi

The exact universal functional of integer charge leads to an extension to fractional charge asymptotically when it is applied to a system made of asymptotically separated densities. The extended functional is asymptotically local and is…

Chemical Physics · Physics 2024-12-17 Jing Kong

We study the consistency of the $k$-nearest neighbor regressor under complex survey designs. While consistency results for this algorithm are well established for independent and identically distributed data, corresponding results for…

Machine Learning · Statistics 2026-03-19 Caren Hasler

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

Probability · Mathematics 2013-08-30 Yaozhong Hu , Fei Lu , David Nualart

We study an inverse problem where an unknown radiating source is observed with collimated detectors along a single line and the medium has a known attenuation. The research is motivated by applications in SPECT and beam hardening. If…

Functional Analysis · Mathematics 2020-11-10 Tommi Brander , Joonas Ilmavirta , Petteri Piiroinen , Teemu Tyni

In this work we discuss the problem of selecting suitable approximators from families of parameterized elementary functions that are known to be dense in a Hilbert space of functions. We consider and analyze published procedures, both…

Numerical Analysis · Computer Science 2016-09-01 Alexander N. Gorban , Ivan Yu. Tyukin , Danil V. Prokhorov , Konstantin I. Sofeikov

A convergent approximation is proposed for a mean field density-density correlation function in a system with a two-phase interface. It is based on a fourth-order expansion of the Hamiltonian in terms of fluctuations around the equilibrium…

Statistical Mechanics · Physics 2009-10-31 Iaroslav Ispolatov

We present simple and computationally efficient nonparametric estimators of R\'enyi entropy and mutual information based on an i.i.d. sample drawn from an unknown, absolutely continuous distribution over $\R^d$. The estimators are…

Machine Learning · Statistics 2010-10-27 Dávid Pál , Barnabás Póczos , Csaba Szepesvári

We consider a generalisation of Ulam's method for approximating invariant densities of one-dimensional chaotic maps. Rather than use piecewise constant polynomials to approximate the density, we use polynomials of degree n which are defined…

Numerical Analysis · Mathematics 2011-11-28 Philip J. Aston , Oliver Junge

We propose a generalization of our previous KDE (kernel density estimation) method for estimating luminosity functions (LFs). This new upgrade further extend the application scope of our KDE method, making it a very flexible approach which…

Instrumentation and Methods for Astrophysics · Physics 2022-05-18 Zunli Yuan , Xibin Zhang , Jiancheng Wang , Xiangming Cheng , Wenjie Wang

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…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad