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Two adaptive bandwidth selection methods for nonparametric estimators in locally stationary processes are proposed. We investigate a cross validation approach and a method based on contrast minimization and derive asymptotic properties of…

Statistics Theory · Mathematics 2019-02-28 Rainer Dahlhaus , Stefan Richter

We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and…

Machine Learning · Statistics 2023-07-07 Xiucai Ding , Rong Ma

In this paper we consider the kernel estimators of a distribution function defined by the stochastic approximation algorithm when the observation are contamined by measurement errors. It is well known that this estimators depends heavily on…

Statistics Theory · Mathematics 2016-06-28 Yousri Slaoui

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

Methodology · Statistics 2020-01-09 Xianzheng Huang , Haiming Zhou

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

In the context of estimating local modes of a conditional density based on kernel density estimators, we show that existing bandwidth selection methods developed for kernel density estimation are unsuitable for mode estimation. We propose…

Computation · Statistics 2017-11-02 Haiming Zhou , Xianzheng Huang

We consider a problem of approximation of $d$-variate functions defined on $\mathbb{R}^d$ which belong to the Hilbert space with tensor product-type reproducing Gaussian kernel with constant shape parameter. Within worst case setting, we…

Probability · Mathematics 2023-06-27 A. A. Khartov , I. A. Limar

In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…

Statistics Theory · Mathematics 2021-01-14 Janet Nakarmi , Hailin Sang , Lin Ge

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannon's entropy. As a consequence, an asymptotic 100% confidence interval of entropy is…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Issam Elhattab

We consider kernel estimators of the instantaneous frequency of a slowly evolving sinusoid in white noise. The expected estimation error consists of two terms. The systematic bias error grows as the kernel halfwidth increases while the…

Methodology · Statistics 2020-02-18 Kurt S. Riedel

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…

Computation · Statistics 2026-05-19 Edoardo Bandoni , Christian Robert , Julien Stoehr

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

This paper addresses asymptotic properties of general penalized spline estimators with an arbitrary B-spline degree and an arbitrary order difference penalty. The estimator is approximated by a solution of a linear differential equation…

Statistics Theory · Mathematics 2009-12-10 Xiao Wang , Jinglai Shen , David Ruppert

The asymptotic analysis of Bergman kernels with respect to exponentially varying measures near emergent interfaces has attracted recent attention. Such interfaces typically occur when the associated limiting Bergman density function…

Complex Variables · Mathematics 2020-03-03 Haakan Hedenmalm , Aron Wennman

We propose a novel active learning strategy for regression, which is model-agnostic, robust against model mismatch, and interpretable. Assuming that a small number of initial samples are available, we derive the optimal training density…

Machine Learning · Computer Science 2021-07-27 Danny Panknin , Klaus Robert Müller , Shinichi Nakajima

Kernel smoothers are considered near the boundary of the interval. Kernels which minimize the expected mean square error are derived. These kernels are equivalent to using a linear weighting function in the local polynomial regression. It…

Methodology · Statistics 2019-12-03 Alexander Sidorenko , Kurt S. Riedel

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll
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