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We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…

Machine Learning · Statistics 2026-03-27 Andrea Della Vecchia , Damir Filipovic , Paul Schneider

We are interested in the nonparametric estimation of the probability density of price returns, using the kernel approach. The output of the method heavily relies on the selection of a bandwidth parameter. Many selection methods have been…

Statistical Finance · Quantitative Finance 2023-05-23 Matthieu Garcin

We discuss and compare various approaches to the problem of bandwidth selection for kernel estimators of intensity functions of spatial point processes. We also propose a new method based on the Campbell formula applied to the reciprocal…

Methodology · Statistics 2016-12-01 O. Cronie , M. N. M. van Lieshout

AI computation in healthcare faces significant challenges when clinical datasets are limited and heterogeneous. Integrating datasets from multiple sources and different equipments is critical for effective AI computation but is complicated…

Signal Processing · Electrical Eng. & Systems 2025-04-07 Baozhuo Su , Qingli Dou , Kang Liu , Zhengxian Qu , Jerry Deng , Ting Tan , Yanan Gu

Several rapid parameter estimation methods have recently been advanced to deal with the computational challenges of the problem of Bayesian inference of the properties of compact binary sources detected in the upcoming science runs of the…

General Relativity and Quantum Cosmology · Physics 2023-12-05 Lalit Pathak , Amit Reza , Anand S. Sengupta

Neural networks have been widely used as predictive models to fit data distribution, and they could be implemented through learning a collection of samples. In many applications, however, the given dataset may contain noisy samples or…

Neural and Evolutionary Computing · Computer Science 2017-05-30 Dianhui Wang , Ming Li

Stellar membership determination of an open cluster is an important process to do before further analysis. Basically, there are two classes of membership determination method: parametric and non-parametric. In this study, an alternative of…

Astrophysics of Galaxies · Physics 2015-02-16 R. Priyatikanto , M. I. Arifyanto

A Local Orthogonal Polynomial Expansion (LOrPE) of the empirical density function is proposed as a novel method to estimate the underlying density. The estimate is constructed by matching localized expectation values of orthogonal…

Applications · Statistics 2015-05-05 D. P. Amali Dassanayake , Igor Volobouev , A. Alexandre Trindade

This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…

Computation · Statistics 2019-11-12 David P. Hofmeyr

Discovering governing equations from data is important to many scientific and engineering applications. Despite promising successes, existing methods are still challenged by data sparsity and noise issues, both of which are ubiquitous in…

Machine Learning · Computer Science 2024-04-23 Da Long , Wei W. Xing , Aditi S. Krishnapriyan , Robert M. Kirby , Shandian Zhe , Michael W. Mahoney

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

Methodology · Statistics 2025-01-23 Matteo Giordano , Sven Wang

The quest for a formula that satisfactorily measures the effective degrees of freedom in kernel density estimation (KDE) is a long standing problem with few solutions. Starting from the orthogonal polynomial sequence (OPS) expansion for the…

Methodology · Statistics 2025-03-25 Sofia Guglielmini , Igor Volobouev , Alexandre Trindade

Inference of transfer operators from data is often formulated as a classical problem that hinges on the Ulam method. The conventional description, known as the Ulam-Galerkin method, involves projecting onto basis functions represented as…

Machine Learning · Computer Science 2024-02-21 Sudam Surasinghe , Jeremie Fish , Erik M. Bollt

In this work, we study wavelet projection estimators for density estimation, focusing on their construction from $\mathcal{S}$-regular, compactly supported wavelet bases. A key aspect of such estimators is the choice of the resolution…

Statistics Theory · Mathematics 2025-09-10 Van Ha Hoang , Tien Dat Nguyen , Thi Mong Ngoc Nguyen

The extensive catalog of $\gamma$-ray selected flat-spectrum radio quasars (FSRQs) produced by \emph{Fermi} during a four-year survey has generated considerable interest in determining their $\gamma$-ray luminosity function (GLF) and its…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-31 Houdun Zeng , Fulvio Melia , Li Zhang

Probability Density Estimation (PDE) is a multivariate discrimination technique based on sampling signal and background densities defined by event samples from data or Monte-Carlo (MC) simulations in a multi-dimensional phase space. In this…

Data Analysis, Statistics and Probability · Physics 2009-07-22 Dominik Dannheim , Tancredi Carli , Karl-Johan Grahn , Peter Speckmayer , Alexander Voigt

Predictive hotspot mapping plays a critical role in hotspot policing. Existing methods such as the popular kernel density estimation (KDE) do not consider the temporal dimension of crime. Building upon recent works in related fields, this…

Applications · Statistics 2020-06-02 Yujie Hu , Fahui Wang , Cecile Guin , Haojie Zhu

The probability distribution of precipitation amount strongly depends on geography, climate zone, and time scale considered. Closed-form parametric probability distributions are not sufficiently flexible to provide accurate and universal…

Applications · Statistics 2022-06-23 Andrew Pavlides , Vasiliki Agou , Dionissios T. Hristopulos

We show that using either the method of Page & Carrera or the well-known $1/V_a$ method to construct the binned luminosity function (LF) of a flux limited sample of Active Galactic Nuclei (AGN) can produce an artificial flattening (or…

Astrophysics · Physics 2009-11-13 Mihai Cara , Matthew L. Lister

We propose a nonparametric method to learn the L\'evy density from probability density data governed by a nonlocal Fokker-Planck equation. We recast the problem as identifying the kernel in a nonlocal integral operator from discrete data,…

Numerical Analysis · Mathematics 2025-12-30 Luxuan Yang , Fei Lu , Ting Gao , Wei Wei , Jinqiao Duan
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