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Related papers: Kernel Selection in Nonparametric Regression

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A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-conquer is a common remedy, suggesting to split the dataset…

Machine Learning · Statistics 2021-05-25 Valeriy Avanesov

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses…

Statistics Theory · Mathematics 2026-02-25 Nils Lid Hjort , Nikolai G. Ushakov

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear…

Methodology · Statistics 2017-06-13 Lorin Crawford , Kris C. Wood , Xiang Zhou , Sayan Mukherjee

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

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

Kernel based methods have shown effective performance in many remote sensing classification tasks. However their performance significantly depend on its hyper-parameters. The conventional technique to estimate the parameter comes with high…

Machine Learning · Statistics 2018-04-17 Bharath Bhushan Damodaran

We propose kernel estimator for the distribution function of unobserved errors in autoregressive time series, based on residuals computed by estimating the autoregressive coefficients with the Yule-Walker method. Under mild assumptions, we…

Statistics Theory · Mathematics 2014-05-26 Jiangyan Wang , Rong Liu , Fuxia Cheng , Lijian Yang

Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…

Machine Learning · Statistics 2017-12-29 Fatemeh Sheikholeslami , Dimitris Berberidis , Georgios B. Giannakis

Envelope methods improve the estimation efficiency in multivariate linear regression by identifying and separating the material and immaterial parts of the responses or the predictors and estimating the regression coefficients using only…

Methodology · Statistics 2025-09-10 Tate Jacobson

In regression problems where covariates are naturally organized in a hierarchical tree structure, a central challenge is to select the resolution at which covariates enter the model. Determining this level of feature aggregation is of…

Methodology · Statistics 2026-05-29 Sithija Manage , Y. Samuel Wang , Martin T. Wells

Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…

Methodology · Statistics 2021-10-26 Xiaowu Dai , Lexin Li

Needlets have been recognized as state-of-the-art tools to tackle spherical data, due to their excellent localization properties in both spacial and frequency domains. This paper considers developing kernel methods associated with the…

Machine Learning · Computer Science 2015-09-11 Shaobo Lin

Anomaly detection based on one-class classification algorithms is broadly used in many applied domains like image processing (e.g. detection of whether a patient is "cancerous" or "healthy" from mammography image), network intrusion…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Pavel Erofeev , Dmitry Smolyakov

The analysis of human microbiome data is often based on dimension-reduced graphical displays and clustering derived from vectors of microbial abundances in each sample. Common to these ordination methods is the use of biologically motivated…

Applications · Statistics 2017-01-11 Timothy W. Randolph , Sen Zhao , Wade Copeland , Meredith Hullar , Ali Shojaie

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