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This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

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

This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S^d. Our methodology and theory are based on harmonic analysis on general S^d. We establish novel nonparametric density…

Statistics Theory · Mathematics 2023-01-10 Jeong Min Jeon , Ingrid Van Keilegom

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

$L_1$ regularized logistic regression has now become a workhorse of data mining and bioinformatics: it is widely used for many classification problems, particularly ones with many features. However, $L_1$ regularization typically selects…

Machine Learning · Statistics 2015-02-12 Zhe Liu

We propose a neural network component, the regional aggregation layer, that makes it possible to train a pixel-level density estimator using only coarse-grained density aggregates, which reflect the number of objects in an image region. Our…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Nathan Jacobs , Adam Kraft , Muhammad Usman Rafique , Ranti Dev Sharma

In this paper we refine the procedure proposed by Lin et al. (2015) to estimate the density at a given quantile based on a resampling method. The approach consists on generating multiple samples of the zero-mean Gaussian variable from which…

Applications · Statistics 2025-09-04 Beatriz Farah , Aurélien Latouche , Olivier Bouaziz

This paper studies statistical aggregation procedures in the regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types…

Statistics Theory · Mathematics 2009-09-29 Florentina Bunea , Alexandre B. Tsybakov , Marten H. Wegkamp

Many real-world machine learning applications are characterized by a huge number of features, leading to computational and memory issues, as well as the risk of overfitting. Ideally, only relevant and non-redundant features should be…

Machine Learning · Computer Science 2023-06-21 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the…

Systems and Control · Computer Science 2017-04-26 Yuan Wang , Wee Peng Tay , Wuhua Hu

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

When data are stored across multiple locations, directly pooling all the data together for statistical analysis may be impossible due to communication costs and privacy concerns. Distributed computing systems allow the analysis of such…

Methodology · Statistics 2025-02-27 Xian Li , Xuan Liang , A. H. Welsh , Tao Zou

A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained…

Methodology · Statistics 2015-05-26 Frédéric Lavancier , Paul Rochet

This paper presents a Bayesian sampling approach to bandwidth estimation for the local linear estimator of the regression function in a nonparametric regression model. In the Bayesian sampling approach, the error density is approximated by…

Methodology · Statistics 2020-11-10 Han Lin Shang , Xibin Zhang

The aim of this paper is to estimate the density f of a random variable X when one has access to independent observations of the sum of K $\ge$ 2 independent copies of X. We provide a constructive estimator based on a suitable definition of…

Statistics Theory · Mathematics 2016-06-06 Céline Duval , Johanna Kappus

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu