English
Related papers

Related papers: lpdensity: Local Polynomial Density Estimation and…

200 papers

As one of the most popular linear subspace learning methods, the Linear Discriminant Analysis (LDA) method has been widely studied in machine learning community and applied to many scientific applications. Traditional LDA minimizes the…

Machine Learning · Computer Science 2019-07-02 Feiping Nie , Hua Wang , Zheng Wang , Heng Huang

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

'Optimal cutpoints' for binary classification tasks are often established by testing which cutpoint yields the best discrimination, for example the Youden index, in a specific sample. This results in 'optimal' cutpoints that are highly…

Computation · Statistics 2020-02-24 Christian Thiele , Gerrit Hirschfeld

We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences…

Machine Learning · Statistics 2026-05-18 Matteo Carli , Alex Rodriguez , Alessandro Laio , Aldo Glielmo

This paper addresses the problem of detecting boundary points and estimating the sampling density of a dataset derived from a compact manifold with boundary, potentially in the presence of noise. We extend recent advances in doubly…

Statistics Theory · Mathematics 2026-04-03 Dhruv Kohli , Jesse He , Chester Holtz , Alexander Cloninger , Gal Mishne

Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…

Statistics Theory · Mathematics 2019-01-11 Jian Shi , Jiahui Yu , Anna Liu , Yuedong Wang

Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical…

Machine Learning · Statistics 2025-10-02 Dehao Dai , Jianqing Fan , Yihong Gu , Debarghya Mukherjee

We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The…

Statistics Theory · Mathematics 2008-08-07 Lutz Duembgen , Günther Walther

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

The standard definition of pedestrian density produces scattered values, hence, many approaches have been developed to improve the features of the estimated density. This paper provides a review of generally applied methods and presents a…

Physics and Society · Physics 2023-07-18 Jana Vacková , Marek Bukáček

This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for…

Econometrics · Economics 2019-01-17 Achim Ahrens , Christian B. Hansen , Mark E. Schaffer

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

We introduce an \verb|R| package, called \verb|MPS|, for computing the probability density function, computing the cumulative distribution function, computing the quantile function, simulating random variables, and estimating the parameters…

Computation · Statistics 2018-09-11 Mahdi Teimouri

Accurate estimation of Intrinsic Dimensionality (ID) is of crucial importance in many data mining and machine learning tasks, including dimensionality reduction, outlier detection, similarity search and subspace clustering. However, since…

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

This paper proposes a heterogenous density fusion approach to scalable multisensor multitarget tracking where the inter-connected sensors run different types of random finite set (RFS) filters according to their respective capacity and…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Tiancheng Li , Ruibo Yan , Kai Da , Hongqi Fan

Consider the problem when $X_1,X_2,..., X_n$ are distributed on a circle following an unknown distribution $F$ on $S^1$. In this article we have consider the absolute general set-up where the density can have local features such as…

Methodology · Statistics 2016-11-26 Kinjal Basu , Debapriya Sengupta

Density-based minimum divergence procedures represent popular techniques in parametric statistical inference. They combine strong robustness properties with high (sometimes full) asymptotic efficiency. Among density-based minimum distance…

Methodology · Statistics 2020-12-23 Pushpinder Singh , Abhijit Mandal , Ayanendranath Basu

In the present paper we introduce new optimization algorithms for the task of density ratio estimation. More precisely, we consider extending the well-known KMM method using the construction of a suitable loss function, in order to…

Machine Learning · Computer Science 2023-09-15 Cristian Daniel Alecsa