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Related papers: Fast Exact Univariate Kernel Density Estimation

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A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

This paper studies the use of kernel density estimation (KDE) for linear algebraic tasks involving the kernel matrix of a collection of $n$ data points in $\mathbb R^d$. In particular, we improve upon existing algorithms for computing the…

Data Structures and Algorithms · Computer Science 2026-03-05 Rikhav Shah , Sandeep Silwal , Haike Xu

Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…

Databases · Computer Science 2025-01-14 Yu Shao , Peng Cheng , Xiang Lian , Lei Chen , Wangze Ni , Xuemin Lin , Chen Zhang , Liping Wang

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…

Probability · Mathematics 2019-02-12 G. Cleanthous , A. Georgiadis , G. Kerkyacharian , P. Petrushev , D. Picard

Density estimation is a crucial component of many machine learning methods, and manifold learning in particular, where geometry is to be constructed from data alone. A significant practical limitation of the current density estimation…

Classical Analysis and ODEs · Mathematics 2016-01-06 Tyrus Berry , Timothy Sauer

In this work, we propose new objective functions to train deep neural network based density ratio estimators and apply it to a change point detection problem. Existing methods use linear combinations of kernels to approximate the density…

Machine Learning · Computer Science 2019-05-27 Haidar Khan , Lara Marcuse , Bülent Yener

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…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

Density-based clustering methodology has been widely considered in the statistical literature for classifying Euclidean observations. However, this approach has not been contemplated for directional data yet. In this work, directional…

Methodology · Statistics 2023-03-07 Paula Saavedra-Nieves , Martín Fernández-Pérez

We introduce a new deal of kernel density estimation using an exponentiated form of kernel density estimators. The density estimator has two hyperparameters flexibly controlling the smoothness of the resulting density. We tune them in a…

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

Coresets have emerged as a powerful tool to summarize data by selecting a small subset of the original observations while retaining most of its information. This approach has led to significant computational speedups but the performance of…

Statistics Theory · Mathematics 2020-12-10 Paxton Turner , Jingbo Liu , Philippe Rigollet

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

Variational ab-initio methods in quantum chemistry stand out among other methods in providing direct access to the wave function. This allows in principle straightforward extraction of any other observable of interest, besides the energy,…

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

In this paper, we propose a random projection approach to estimate variance in kernel ridge regression. Our approach leads to a consistent estimator of the true variance, while being computationally more efficient. Our variance estimator is…

Statistics Theory · Mathematics 2018-09-18 Meimei Liu , Jean Honorio , Guang Cheng

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang