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A new plug-in rule procedure for bandwidth selection in kernel circular density estimation is introduced. The performance of this proposal is checked throughout a simulation study considering a variety of circular distributions exhibiting…

Methodology · Statistics 2012-02-29 M. Oliveira , R. M. Crujeiras , A. Rodríguez-Casal

Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…

Methodology · Statistics 2014-07-30 James P. Long , Noureddine El Karoui , John A. Rice

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

Methodology · Statistics 2019-03-26 Hamza Dhakera , El Hadji Demeb , Youssou Cissb

We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression…

Methodology · Statistics 2017-12-08 Yen-Chi Chen

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

Density estimation is a fundamental task in statistics and machine learning applications. Kernel density estimation is a powerful tool for non-parametric density estimation in low dimensions; however, its performance is poor in higher…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Fabio A. González

With the rise of high-dimensional correlated data, multicollinearity poses a significant challenge to model stability, often leading to unstable estimation and reduced predictive accuracy. This work proposes the Single-Parametric Principal…

Machine Learning · Statistics 2026-03-09 Ying Hu , Hu Yang

This paper introduces a new type of probabilistic semiparametric model that takes advantage of data binning to reduce the computational cost of kernel density estimation in nonparametric distributions. Two new conditional probability…

Machine Learning · Computer Science 2026-04-02 Rafael Sojo , Javier Díaz-Rozo , Concha Bielza , Pedro Larrañaga

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Machine Learning · Computer Science 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

Kernel density estimation, a.k.a. Parzen windows, is a popular density estimation method, which can be used for outlier detection or clustering. With multivariate data, its performance is heavily reliant on the metric used within the…

Machine Learning · Computer Science 2012-12-11 Nicolas Le Roux , Francis Bach

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

Probabilistic computers built from p-bits offer a promising path for combinatorial optimization, but the dense connectivity required by real-world problems scales poorly in hardware. Here, we address this through graph sparsification with…

In this paper, we propose a multi-kernel classifier learning algorithm to optimize a given nonlinear and nonsmoonth multivariate classifier performance measure. Moreover, to solve the problem of kernel function selection and kernel…

Machine Learning · Computer Science 2015-08-26 Jingbin Wang , Haoxiang Wang , Yihua Zhou , Nancy McDonald

This study proposes multivariate kernel density estimation by stagewise minimization algorithm based on $U$-divergence and a simple dictionary. The dictionary consists of an appropriate scalar bandwidth matrix and a part of the original…

Machine Learning · Statistics 2021-08-11 Kiheiji Nishida , Kanta Naito

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

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

We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…

Predictive combinatorial optimization, where the parameters of combinatorial optimization (CO) are unknown at the decision-making time, is the precise modeling of many real-world applications, including energy cost-aware scheduling and…

Machine Learning · Computer Science 2024-11-21 Haoyu Geng , Hang Ruan , Runzhong Wang , Yang Li , Yang Wang , Lei Chen , Junchi Yan