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We introduce a general method to prove uniform in bandwidth consistency of kernel-type function estimators. Examples include the kernel density estimator, the Nadaraya-Watson regression estimator and the conditional empirical process. Our…

Statistics Theory · Mathematics 2007-06-13 Uwe Einmahl , David M. Mason

We construct an adaptive asymptotically optimal in the classical norm of the space L(2,\Omega) of square integrable random variables the Energy estimation of a signal (function) observed in some points (plan of experiment) on the background…

Data Analysis, Statistics and Probability · Physics 2010-04-28 Eugene Ostrovsky , Eugene Rogover , Leonid Sirota

In one-dimensional density estimation on i.i.d. observations we suggest an adaptive cross-validation technique for the selection of a kernel estimator. This estimator is both asymptotic MISE-efficient with respect to the monotone oracle,…

Statistics Theory · Mathematics 2007-06-13 Clementine Dalelane

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

We consider tensor product random fields $Y_d$, $d\in\mathbb{N}$, whose covariance funtions are Gaussian kernels. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary…

Probability · Mathematics 2021-03-04 A. A. Khartov , I. A. Limar

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry

Real-time density estimation is ubiquitous in many applications, including computer vision and signal processing. Kernel density estimation is arguably one of the most commonly used density estimation techniques, and the use of "sliding…

Machine Learning · Statistics 2023-11-13 Yinsong Wang , Yu Ding , Shahin Shahrampour

We provide a new estimator of integral operators with smooth kernels, obtained from a set of scattered and noisy impulse responses. The proposed approach relies on the formalism of smoothing in reproducing kernel Hilbert spaces and on the…

Information Theory · Computer Science 2017-12-04 Jérémie Bigot , Paul Escande , Pierre Weiss

Nonparametric methods play a central role in modern empirical work. While they provide inference procedures that are more robust to parametric misspecification bias, they may be quite sensitive to tuning parameter choices. We study the…

Statistics Theory · Mathematics 2018-07-27 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

Statistics Theory · Mathematics 2024-04-12 Sobom M. Somé , Célestin C. Kokonendji , Smail Adjabi , Naushad A. Mamode Khan , Said Beddek

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

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

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

In this paper we establish asymptotic simultaneous confidence bands for the transformation kernel estimator of copulas introduced in Omelka et al.(2009). To this aim, we prove a uniform in bandwidth law of the iterated logarithm for the…

Methodology · Statistics 2016-08-22 Diam Ba , Cheikh Tidiane Seck , Gane Samb Lo

The paper studies the problem of constructing nonparametric simultaneous confidence bands with nonasymptotic and distribition-free guarantees. The target function is assumed to be band-limited and the approach is based on the theory of…

Machine Learning · Statistics 2024-01-30 Balázs Csanád Csáji , Bálint Horváth

We study spectral algorithms in the setting where kernels are learned from data. We introduce the effective span dimension (ESD), an alignment-sensitive complexity measure that depends jointly on the signal, spectrum, and noise level…

Machine Learning · Computer Science 2026-05-12 Dongming Huang , Zhifan Li , Yicheng Li , Qian Lin

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically chosen in an ad-hoc manner and heavily affect the resulting…

Machine Learning · Statistics 2019-12-20 Diego Granziol , Robin Ru , Stefan Zohren , Xiaowen Dong , Michael Osborne , Stephen Roberts

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Probability · Mathematics 2018-12-21 Ruben G. Ascoli
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