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We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…

Machine Learning · Statistics 2021-06-10 Erik Bodin , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

Data Analysis, Statistics and Probability · Physics 2015-02-27 Anton Poluektov

If two probability density functions (PDFs) have values for their first $n$ moments which are quite close to each other (upper bounds of their differences are known), can it be expected that the PDFs themselves are very similar? Shown below…

Statistics Theory · Mathematics 2018-08-16 Pranava Chaitanya Jayanti , Konstantina Trivisa

This paper introduces a new framework for quantifying predictive uncertainty for both data and models that relies on projecting the data into a Gaussian reproducing kernel Hilbert space (RKHS) and transforming the data probability density…

Machine Learning · Computer Science 2021-09-24 Rishabh Singh , Jose C. Principe

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Numerical Analysis · Mathematics 2015-02-20 Qi Ye

The one-point probability distribution function (PDF) of the matter density field in the universe is a fundamental property that plays an essential role in cosmology for estimates such as gravitational weak lensing, non-linear clustering,…

Cosmology and Nongalactic Astrophysics · Physics 2018-10-10 Anatoly Klypin , Francisco Prada , Juan Betancort-Rijo , Franco D. Albareti

We review various methods used to estimate uncertainties in quantum correlation functions, such as parton distribution functions (PDFs). Using a toy model of a PDF, we compare the uncertainty estimates yielded by the traditional Hessian and…

High Energy Physics - Phenomenology · Physics 2022-08-17 N. T. Hunt-Smith , A. Accardi , W. Melnitchouk , N. Sato , A. W. Thomas , M. J. White

Existing works on "black-box" model interpretation use local-linear approximations to explain the predictions made for each data instance in terms of the importance assigned to the different features for arriving at the prediction. These…

Machine Learning · Computer Science 2019-08-28 Kartik Ahuja , William Zame , Mihaela van der Schaar

This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary…

Machine Learning · Statistics 2012-08-22 Peter Kovesarki , Ian C. Brock , A. Elizabeth Nuncio Quiroz

The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…

Astrophysics of Galaxies · Physics 2015-06-18 Joerg Fischera

This paper analyses the finite element component of the error when using preintegration to approximate the cdf and pdf for uncertainty quantification (UQ) problems involving elliptic PDEs with random inputs. It is a follow up to Gilbert,…

Numerical Analysis · Mathematics 2025-10-28 Alexander D. Gilbert

In probabilistic program analysis, quantitative analysis aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability. Most previous works consider numerical bounds over the whole…

Programming Languages · Computer Science 2026-01-06 Tengshun Yang , Shenghua Feng , Hongfei Fu , Naijun Zhan , Jingyu Ke , Shiyang Wu

In this paper, we propose a novel, effective and efficient probabilistic pruning criterion for probabilistic similarity queries on uncertain data. Our approach supports a general uncertainty model using continuous probabilistic density…

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…

Machine Learning · Computer Science 2025-08-20 Aleksanteri Sladek , Martin Trapp , Arno Solin

This paper investigates probability density functions (PDFs) that are continuous everywhere, nearly uniform around the mode of distribution, and adaptable to a variety of distribution shapes ranging from bell-shaped to rectangular. From the…

Machine Learning · Computer Science 2022-04-01 Osamu Fujita

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

This paper tackles the issue of real-time parametric estimation of a wide class of probability density functions from limited datasets. This type of estimation addresses recent applications that require joint sensing and actuation. The…

Information Theory · Computer Science 2022-03-21 Ahmad A. Masoud

This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any H\"{o}lder smooth…

Numerical Analysis · Mathematics 2022-12-06 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Sergey Samsonov