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We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study the (pointwise and) uniform statistical properties of the…

Statistics Theory · Mathematics 2023-12-19 Matias D. Cattaneo , Rajita Chandak , Michael Jansson , Xinwei Ma

Neural networks have been widely used as predictive models to fit data distribution, and they could be implemented through learning a collection of samples. In many applications, however, the given dataset may contain noisy samples or…

Neural and Evolutionary Computing · Computer Science 2017-05-30 Dianhui Wang , Ming Li

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…

Statistics Theory · Mathematics 2019-02-05 Suzanne Varet , Claire Lacour , Pascal Massart , Vincent Rivoirard

Large-scale agent systems have foreseeable applications in the near future. Estimating their macroscopic density is critical for many density-based optimization and control tasks, such as sensor deployment and city traffic scheduling. In…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Tongjia Zheng , Qing Han , Hai Lin

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

In this paper we introduce an efficient method to unwrap multi-frequency phase estimates for time-of-flight ranging. The algorithm generates multiple depth hypotheses and uses a spatial kernel density estimate (KDE) to rank them. The…

Computer Vision and Pattern Recognition · Computer Science 2016-08-19 Felix Järemo Lawin , Per-Erik Forssén , Hannes Ovrén

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

In this abstract paper, we introduce a new kernel learning method by a nonparametric density estimator. The estimator consists of a group of k-centroids clusterings. Each clustering randomly selects data points with randomly selected…

Machine Learning · Computer Science 2017-08-02 Xiao-Lei Zhang

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…

Machine Learning · Computer Science 2021-12-30 Bing Chen , Mazharul Islam , Jisuo Gao , Lin Wang

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

In this paper we develop a kernel density estimation (KDE) approach to modeling and forecasting recurrent trajectories on a compact manifold. For the purposes of this paper, a trajectory is a sequence of coordinates in a phase space defined…

Machine Learning · Computer Science 2019-11-06 Trevor K. Karn , Steven Petrone , Christopher Griffin

The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…

Methodology · Statistics 2015-04-21 Catia Scricciolo

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…

Computation · Statistics 2020-02-18 Nicolas Langrené , Xavier Warin

We propose ULFS-KDPE, a kernel debiased plug-in estimator based on the universal least favorable submodel, for estimating pathwise differentiable parameters in nonparametric models. The method constructs a data-adaptive debiasing flow in a…

Statistics Theory · Mathematics 2026-03-11 Haiyi Chen , Yang Liu , Ivana Malenica

This paper proposes a consensus-based distributed nonlinear filter with kernel mean embedding (KME). This fills with gap of posterior density approximation with KME for distributed nonlinear dynamic systems. To approximate the posterior…

Systems and Control · Electrical Eng. & Systems 2023-12-05 Liping Guo , Jimin Wang , Yanlong Zhao , Ji-Feng Zhang

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…

Methodology · Statistics 2012-06-26 Michael P. Holmes , Alexander G. Gray , Charles Lee Isbell

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

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
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