Related papers: Nonparametric estimation of directional highest de…
We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences…
A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…
In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…
We address the problem of reconstructing a set of points on a line or a loop from their unassigned noisy pairwise distances. When the points lie on a line, the problem is known as the turnpike; when they are on a loop, it is known as the…
Probability mass curves the data space with horizons. Let f be a multivariate probability density function with continuous second order partial derivatives. Consider the problem of estimating the true value of f(z) > 0 at a single point z,…
Line transect sampling is a method used to estimate wildlife populations, with the resulting data often grouped in intervals. Estimating the density from grouped data can be challenging. In this paper we propose a kernel density estimator…
Copula modelling has become ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric density estimator, the kernel estimator is not suitable…
We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…
We consider the problem of non-parametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We first construct a density estimator using the beta-moments. We then…
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…
We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and…
Histograms are convenient non-parametric density estimators, which continue to be used ubiquitously. Summary quantities estimated from histogram-based probability density models depend on the choice of the number of bins. We introduce a…
We discuss properties of two methods for ascribing probabilities to the shape of a probability distribution. One is based on the idea of counting the number of modes of a bootstrap version of a standard kernel density estimator. We argue…
Multilayer bootstrap network builds a gradually narrowed multilayer nonlinear network from bottom up for unsupervised nonlinear dimensionality reduction. Each layer of the network is a nonparametric density estimator. It consists of a group…
Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…
Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional…
Spectral density functions quantify how environmental modes couple to quantum systems and govern their open dynamics. Inferring such frequency-dependent functions from time-domain measurements is an ill-conditioned inverse problem. Here, we…
Among the variety of statistical intervals, highest-density regions (HDRs) stand out for their ability to effectively summarize a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set…
Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on…
Here we introduce the Delaunay Density Estimator Method. Its purpose is rendering a fully volume-covering reconstruction of a density field from a set of discrete data points sampling this field. Reconstructing density or intensity fields…