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In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to…

Numerical Analysis · Mathematics 2022-01-27 Richard Archibald , Feng Bao

This article concerns the predictive modeling for spatio-temporal data as well as model interpretation using data information in space and time. We develop a novel approach based on supervised dimension reduction for such data in order to…

Methodology · Statistics 2021-11-09 Heng-Hui Lue , ShengLi Tzeng

Markov Chain Monte Carlo approach is frequently used within Bayesian framework to sample the target posterior distribution. Its efficiency strongly depends on the proposal used to build the chain. The best jump proposal is the one that…

Instrumentation and Methods for Astrophysics · Physics 2023-02-01 Mikel Falxa , Stanislav Babak , Maude Le Jeune

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Machine Learning · Statistics 2011-09-07 JooSeuk Kim , Clayton D. Scott

This paper presents an intuitive application of multivariate kernel density estimation (KDE) for data correction. The method utilizes the expected value of the conditional probability density function (PDF) and a credible interval to…

Applications · Statistics 2025-09-19 Hai Bui , Mostafa Bakhoday-Paskyabi

We present a model for generating probabilistic forecasts by combining kernel density estimation (KDE) and quantile regression techniques, as part of the probabilistic load forecasting track of the Global Energy Forecasting Competition…

Applications · Statistics 2016-10-18 Stephen Haben , Georgios Giasemidis

We introduce an alternative method for the calculation of sky maps from data taken with gamma-ray telescopes. In contrast to the established method of smoothing the 2D histogram of reconstructed event directions with a static kernel, we…

High Energy Astrophysical Phenomena · Physics 2024-01-30 M. Holler , T. Mitterdorfer , S. Panny

This work presents a novel framework for time series analysis using entropic measures based on the kernel density estimate (KDE) of the time series' Takens' embeddings. Using this framework we introduce two distinct analytical tools: (1) a…

Information Theory · Computer Science 2025-12-05 Audun Myers , Bill Kay , Iliana Alvarez , Michael Hughes , Cameron Mackenzie , Carlos Ortiz Marrero , Emily Ellwein , Erik Lentz

We introduce \emph{topological density estimation} (TDE), in which the multimodal structure of a probability density function is topologically inferred and subsequently used to perform bandwidth selection for kernel density estimation. We…

Methodology · Statistics 2022-03-10 Steve Huntsman

Kernel Density Estimation (KDE) is a cornerstone of nonparametric statistics, yet it remains sensitive to bandwidth choice, boundary bias, and computational inefficiency. This study revisits KDE through a principled convolutional framework,…

Methodology · Statistics 2025-10-24 Nicholas Tenkorang , Kwesi Appau Ohene-Obeng , Xiaogang Su

This paper focuses on finding spatial and temporal criminal hotspots. It analyses two different real-world crimes datasets for Denver, CO and Los Angeles, CA and provides a comparison between the two datasets through a statistical analysis…

Artificial Intelligence · Computer Science 2015-08-11 Tahani Almanie , Rsha Mirza , Elizabeth Lor

Analyzing crime events is crucial to understand crime dynamics and it is largely helpful for constructing prevention policies. Point processes specified on linear networks can provide a more accurate description of crime incidents by…

Applications · Statistics 2026-01-21 Sujeong Lee , Won Chang , Jorge Mateu , Heejin Lee , Jaewoo Park

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

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

Predicting crime hotspots in a city is a complex and critical task with significant societal implications. Numerous spatiotemporal correlations and irregularities pose substantial challenges to this endeavor. Existing methods commonly…

Machine Learning · Computer Science 2024-11-05 Jiahui Jin , Yi Hong , Guandong Xu , Jinghui Zhang , Jun Tang , Hancheng Wang

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

The problem of identifying regions of spatially interesting, different or adversarial behavior is inherent to many practical applications involving distributed multisensor systems. In this work, we develop a general framework stemming from…

Signal Processing · Electrical Eng. & Systems 2022-06-14 Martin Gölz , Abdelhak M. Zoubir , Visa Koivunen

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Numerical data imputation algorithms replace missing values by estimates to leverage incomplete data sets. Current imputation methods seek to minimize the error between the unobserved ground truth and the imputed values. But this strategy…

Machine Learning · Statistics 2023-07-11 Florian Lalande , Kenji Doya

Accurately predicting spatio-temporal network traffic is essential for dynamically managing computing resources in modern communication systems and minimizing energy consumption. Although spatio-temporal traffic prediction has received…

Machine Learning · Computer Science 2026-03-24 Xintong Wang , Haihan Nan , Ruidong Li , Huaming Wu