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Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda

This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial…

Methodology · Statistics 2020-08-06 Yang Liu , David Ruppert

Density estimation plays a crucial role in many data analysis tasks, as it infers a continuous probability density function (PDF) from discrete samples. Thus, it is used in tasks as diverse as analyzing population data, spatial locations in…

Machine Learning · Computer Science 2021-07-26 Patrik Puchert , Pedro Hermosilla , Tobias Ritschel , Timo Ropinski

We adress the problem of consistency of the $k$-nearest neighbors kernel estimators of the density and the regression function in the multivariate case. We get the rates of strong uniform consistency on the whole space $\mathbb{R}^p$ for…

Statistics Theory · Mathematics 2024-08-26 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

This paper presents a kernel formulation of the recently introduced diff-hash algorithm for the construction of similarity-sensitive hash functions. Our kernel diff-hash algorithm that shows superior performance on the problem of image…

Computer Vision and Pattern Recognition · Computer Science 2011-11-03 Michael M Bronstein

This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…

Methodology · Statistics 2026-04-22 Nils Lid Hjort , M. C. Jones

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

Statistics Theory · Mathematics 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho

Density estimation is a central task in statistics and machine learning. This problem aims to determine the underlying probability density function that best aligns with an observed data set. Some of its applications include statistical…

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

Copula modelling has become ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric density estimator, the kernel estimator is not suitable…

Methodology · Statistics 2014-04-18 Gery Geenens , Arthur Charpentier , Davy Paindaveine

We introduce \emph{topological density estimation} (TDE), in which the multimodal structure of a probability density function is topologically inferred and subsequently used to perform bandwidth selection for kernel density estimation. We…

Methodology · Statistics 2022-03-10 Steve Huntsman

Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way…

Machine Learning · Statistics 2020-03-24 Michael Kapralov , Navid Nouri , Ilya Razenshteyn , Ameya Velingker , Amir Zandieh

Among the variety of statistical intervals, highest-density regions (HDRs) stand out for their ability to effectively summarize a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set…

Methodology · Statistics 2024-08-20 Nina Deliu , Brunero Liseo

We propose a goodness-of-fit measure for probability densities modeling observations with varying dimensionality, such as text documents of differing lengths or variable-length sequences. The proposed measure is an instance of the kernel…

Machine Learning · Statistics 2023-07-14 Jerome Baum , Heishiro Kanagawa , Arthur Gretton

We propose the periodic scaled Korobov kernel (PSKK) method for nonparametric density estimation on $\mathbb{R}^d$. By first wrapping the target density into a periodic version through modulo operation and subsequently applying kernel ridge…

Statistics Theory · Mathematics 2025-12-23 Ziyang Ye , Haoyuan Tan , Xiaoqun Wang , Zhijian He

We study statistical/computational tradeoffs for the following density estimation problem: given $k$ distributions $v_1, \ldots, v_k$ over a discrete domain of size $n$, and sampling access to a distribution $p$, identify $v_i$ that is…

Data Structures and Algorithms · Computer Science 2023-06-21 Anders Aamand , Alexandr Andoni , Justin Y. Chen , Piotr Indyk , Shyam Narayanan , Sandeep Silwal

We provide estimates of the rate of strong approximation and bounds for probabilities of moderate deviations in the CLT for the $L_1$-norm of the kernel density estimator without any assumptions on the density and assuming that the kernel…

Probability · Mathematics 2014-02-07 Andrei Yu. Zaitsev

This paper introduces a new framework for quantifying predictive uncertainty for both data and models that relies on projecting the data into a Gaussian reproducing kernel Hilbert space (RKHS) and transforming the data probability density…

Machine Learning · Computer Science 2021-09-24 Rishabh Singh , Jose C. Principe

Despite the ubiquity of kernel-based clustering, surprisingly few statistical guarantees exist beyond settings that consider strong structural assumptions on the data generation process. In this work, we take a step towards bridging this…

Machine Learning · Computer Science 2021-10-19 Leena Chennuru Vankadara , Sebastian Bordt , Ulrike von Luxburg , Debarghya Ghoshdastidar

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…

Computer Vision and Pattern Recognition · Computer Science 2011-11-10 Aurelie Bugeau , Patrick Pérez