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Related papers: Analysis of KNN Density Estimation

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Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

We study minimax convergence rates of nonparametric density estimation in the Huber contamination model, in which a proportion of the data comes from an unknown outlier distribution. We provide the first results for this problem under a…

Statistics Theory · Mathematics 2021-09-08 Ananya Uppal , Shashank Singh , Barnabas Poczos

The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It is known that when the Berkson errors are present, in some…

Statistics Theory · Mathematics 2018-10-17 Ramchandra Rimal , Marianna Pensky

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

Machine Learning · Computer Science 2019-11-27 Jeongyeol Kwon , Constantine Caramanis

Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…

Statistics Theory · Mathematics 2019-05-09 Alberto Rodríguez-Casal , Paula Saavedra-Nieves

Given points $p_1, \dots, p_n$ in $\mathbb{R}^d$, how do we find a point $x$ which maximizes $\frac{1}{n} \sum_{i=1}^n e^{-\|p_i - x\|^2}$? In other words, how do we find the maximizing point, or mode of a Gaussian kernel density estimation…

Data Structures and Algorithms · Computer Science 2019-12-18 Jasper C. H. Lee , Jerry Li , Christopher Musco , Jeff M. Phillips , Wai Ming Tai

Estimating density functionals of analog sources is an important problem in statistical signal processing and information theory. Traditionally, estimating these quantities requires either making parametric assumptions about the underlying…

Information Theory · Computer Science 2017-05-19 Alan Wisler , Kevin Moon , Visar Berisha

KNN has the reputation to be the word simplest but efficient supervised learning algorithm used for either classification or regression. KNN prediction efficiency highly depends on the size of its training data but when this training data…

Machine Learning · Computer Science 2021-07-01 Jude Tchaye-Kondi , Yanlong Zhai , Liehuang Zhu

We consider the problem of estimating the mean of a distribution supported by the $k$-dimensional probability simplex in the setting where an $\varepsilon$ fraction of observations are subject to adversarial corruption. A simple particular…

Statistics Theory · Mathematics 2020-02-04 Amir-Hossein Bateni , Arnak S. Dalalyan

We first propose a novel criterion that guarantees that an $s$-sparse signal is the local minimizer of the $\ell_1/\ell_2$ objective; our criterion is interpretable and useful in practice. We also give the first uniform recovery condition…

Numerical Analysis · Mathematics 2021-01-29 Yiming Xu , Akil Narayan , Hoang Tran , Clayton G. Webster

The paper deals with the problem of nonparametric estimating the $L_p$--norm, $p\in (1,\infty)$, of a probability density on $R^d$, $d\geq 1$ from independent observations. The unknown density %to be estimated is assumed to belong to a ball…

Statistics Theory · Mathematics 2020-08-26 Alexander Goldenshluger , Oleg Lepski

We study the rate of convergence of posterior distributions in density estimation problems for log-densities in periodic Sobolev classes characterized by a smoothness parameter p. The posterior expected density provides a nonparametric…

Statistics Theory · Mathematics 2009-09-29 Catia Scricciolo

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

Methodology · Statistics 2019-01-23 Tao Wang , Zhong Guan

This paper addresses the problem of approximating an unknown probability distribution with density $f$ -- which can only be evaluated up to an unknown scaling factor -- with the help of a sequential algorithm that produces at each iteration…

Statistics Theory · Mathematics 2024-09-23 Pascal Bianchi , Bernard Delyon , Victor Priser , François Portier

In this paper, we consider an infinite dimensional exponential family, $\mathcal{P}$ of probability densities, which are parametrized by functions in a reproducing kernel Hilbert space, $H$ and show it to be quite rich in the sense that a…

Statistics Theory · Mathematics 2017-05-29 Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Aapo Hyvärinen , Revant Kumar

$K$-NN classifier is one of the most famous classification algorithms, whose performance is crucially dependent on the distance metric. When we consider the distance metric as a parameter of $K$-NN, learning an appropriate distance metric…

Machine Learning · Computer Science 2019-11-26 Kun Song

In this paper, we investigate the statistical convergence rate of a Bayesian low-rank tensor estimator. Our problem setting is the regression problem where a tensor structure underlying the data is estimated. This problem setting occurs in…

Machine Learning · Statistics 2014-08-14 Taiji Suzuki

We study the question of closeness testing for two discrete distributions. More precisely, given samples from two distributions $p$ and $q$ over an $n$-element set, we wish to distinguish whether $p=q$ versus $p$ is at least $\eps$-far from…

Data Structures and Algorithms · Computer Science 2013-08-20 Siu-On Chan , Ilias Diakonikolas , Gregory Valiant , Paul Valiant

We study community detection in the \emph{symmetric $k$-stochastic block model}, where $n$ nodes are evenly partitioned into $k$ clusters with intra- and inter-cluster connection probabilities $p$ and $q$, respectively. Our main result is a…

Machine Learning · Statistics 2025-11-21 Jingqiu Ding , Yiding Hua , Kasper Lindberg , David Steurer , Aleksandr Storozhenko

In this paper we prove the optimality of an aggregation procedure. We prove lower bounds for aggregation of model selection type of $M$ density estimators for the Kullback-Leiber divergence (KL), the Hellinger's distance and the…

Statistics Theory · Mathematics 2016-08-16 Guillaume Lecué
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