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Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…

Machine Learning · Statistics 2015-09-24 Kun Yang , Hao Su , Wing Hung Wang

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

Imbalanced response variable distribution is a common occurrence in data science. In fields such as fraud detection, medical diagnostics, system intrusion detection and many others where abnormal behavior is rarely observed the data under…

Machine Learning · Computer Science 2019-11-21 Firuz Kamalov

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

Kernel density estimators with circular data have been studied extensively for decades, as they allow flexible estimations even when the shape of the underlying density is complex. Many recent studies have examined bias correction methods;…

Methodology · Statistics 2026-03-03 Yasuhito Tsuruta

In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

Nearest neighbors search is a fundamental problem in various research fields like machine learning, data mining and pattern recognition. Recently, hashing-based approaches, e.g., Locality Sensitive Hashing (LSH), are proved to be effective…

Information Retrieval · Computer Science 2012-05-15 Yue Lin , Deng Cai , Cheng Li

In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…

Methodology · Statistics 2018-12-06 Robert Bassett , James Sharpnack

Kernel-based clustering algorithms have the ability to capture the non-linear structure in real world data. Among various kernel-based clustering algorithms, kernel k-means has gained popularity due to its simple iterative nature and ease…

Computer Vision and Pattern Recognition · Computer Science 2014-02-18 Radha Chitta , Rong Jin , Timothy C. Havens , Anil K. Jain

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by Mokkadem et al. [2009. The stochastic…

Statistics Theory · Mathematics 2013-01-29 Yousri Slaoui

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li

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…

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…

Methodology · Statistics 2025-12-10 Léo R. Belzile , Christian Genest , Frédéric Ouimet , Donald Richards

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

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…

Statistics Theory · Mathematics 2018-05-07 Ilja Klebanov

Comparing differently sized data sets is one main task in model assessment and calibration. This is due to field data being generally sparse compared to simulated model results. We tackled this task by the application of a new…

Applications · Statistics 2023-08-30 Maria-Theresia Pelz , Christopher Somes

In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…

Nuclear Theory · Physics 2011-12-13 M. A. Jafarizadeh , N. Fouladi , H. Sabri , B. Rashidian Maleki

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…

Statistics Theory · Mathematics 2022-12-29 Chiara Amorino , Arnaud Gloter

Data analysis in high-dimensional spaces aims at obtaining a synthetic description of a data set, revealing its main structure and its salient features. We here introduce an approach providing this description in the form of a topography of…

Machine Learning · Statistics 2021-03-02 Maria d'Errico , Elena Facco , Alessandro Laio , Alex Rodriguez