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We study a non-parametric approach to multivariate density estimation. The estimators are piecewise constant density functions supported by binary partitions. The partition of the sample space is learned by maximizing the likelihood of the…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

With the rise of the Internet of Things, strategies for effectively processing big data are essential for discovering meaningul insights. The time series datasets produced by groups of interconnected devices contain valuable underlying…

Signal Processing · Electrical Eng. & Systems 2022-10-04 Turner Richmond , Namita Lokare , Qian Ge , Edgar Lobaton

In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review summarizes the most important theoretical aspects of kernel…

Methodology · Statistics 2012-12-13 Adriano Zanin Zambom , Ronaldo Dias

When analyzing modern machine learning algorithms, we may need to handle kernel density estimation (KDE) with intricate kernels that are not designed by the user and might even be irregular and asymmetric. To handle this emerging challenge,…

Statistics Theory · Mathematics 2021-06-09 Hau-Tieng Wu , Nan Wu

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Machine Learning · Computer Science 2020-06-11 Siavash A. Bigdeli , Geng Lin , Tiziano Portenier , L. Andrea Dunbar , Matthias Zwicker

A kernel density estimator (KDE) is one of the most popular non-parametric density estimators. In this paper we focus on a best bandwidth selection method for use in an analogue of a classical KDE using the tropical symmetric distance,…

Populations and Evolution · Quantitative Biology 2025-12-30 Ruriko Yoshida , Zhiwen Wang

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

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

This article proposes a novel density estimation based algorithm for carrying out supervised machine learning. The proposed algorithm features O(n) time complexity for generating a classifier, where n is the number of sampling instances in…

Machine Learning · Statistics 2007-11-06 Yen-Jen Oyang , Chien-Yu Chen , Darby Tien-Hao Chang , Chih-Peng Wu

This paper presents an anomaly detection model that combines the strong statistical foundation of density-estimation-based anomaly detection methods with the representation-learning ability of deep-learning models. The method combines an…

Machine Learning · Computer Science 2022-11-17 Joseph Gallego-Mejia , Oscar Bustos-Brinez , Fabio A. González

We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…

Machine Learning · Computer Science 2025-06-24 Elliot L. Epstein , Rajat Dwaraknath , Thanawat Sornwanee , John Winnicki , Jerry Weihong Liu

Density estimation is a central task in statistics and machine learning. This problem aims to determine the underlying probability density function that best aligns with an observed data set. Some of its applications include statistical…

We present alphaPDE, a new multivariate analysis technique for parameter estimation. The method is based on a direct construction of joint probability densities of known variables and the parameters to be estimated. We show how posterior…

Data Analysis, Statistics and Probability · Physics 2009-11-07 B. Knuteson , H. Miettinen , L. Holmstrom

This work proposes a framework LGKDE that learns kernel density estimation for graphs. The key challenge in graph density estimation lies in effectively capturing both structural patterns and semantic variations while maintaining…

Machine Learning · Computer Science 2026-05-27 Xudong Wang , Ziheng Sun , Chris Ding , Jicong Fan

A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…

Statistics Theory · Mathematics 2021-02-08 Gaelle Chagny , Antoine Channarond , Van Ha Hoang , Angelina Roche

This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automatic, but does not require pre-binning or any other…

Econometrics · Economics 2019-06-11 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

High Energy Physics - Experiment · Physics 2009-10-31 Kyle S. Cranmer

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

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