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There is a rich literature on Bayesian methods for density estimation, which characterize the unknown density as a mixture of kernels. Such methods have advantages in terms of providing uncertainty quantification in estimation, while being…

Methodology · Statistics 2024-04-10 Shounak Chattopadhyay , Antik Chakraborty , David B. Dunson

We define a general method for finding a quasi-best approximant in sup-norm to a target density belonging to a given model, based on independent samples drawn from distributions which average to the target (which does not necessarily belong…

Statistics Theory · Mathematics 2025-06-26 Guillaume Maillard

We show that rate-adaptive multivariate density estimation can be performed using Bayesian methods based on Dirichlet mixtures of normal kernels with a prior distribution on the kernel's covariance matrix parameter. We derive sufficient…

Statistics Theory · Mathematics 2013-08-22 Weining Shen , Surya T. Tokdar , Subhashis Ghosal

Summarizing data samples by quantitative measures has a long history, with descriptive statistics being a case in point. However, as natural language processing methods flourish, there are still insufficient characteristic metrics to…

Computation and Language · Computer Science 2020-03-20 Yi-An Lai , Xuan Zhu , Yi Zhang , Mona Diab

Let $K\subset R^n$ be a compact basic semi-algebraic set. We provide a necessary and sufficient condition (with no a priori bounding parameter) for a real sequence $y=(y_\alpha)$, $\alpha\in N^n$, to have a finite representing Borel measure…

Optimization and Control · Mathematics 2013-07-30 Jean-Bernard Lasserre

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Methodology · Statistics 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

The unitary extension principle (UEP) by Ron and Shen yields conditions for the construction of a multi-generated tight wavelet frame for $L^2(\mr^s)$ based on a given refinable function. In this paper we show that the UEP can be…

Functional Analysis · Mathematics 2017-08-15 Ole Christensen , Say Song Goh

In previous works we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go further and iterate this method in order to prove smoothness…

Probability · Mathematics 2013-01-29 Nicolas Bouleau , Laurent Denis

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

We prove a version of Linnik's basic lemma uniformly over the base field using theta-series and geometric invariant theory in the spirit of Khayutin's approach (Duke Math. J., 168(12), 2019). As an application, we establish entropy bounds…

Number Theory · Mathematics 2025-08-05 Andreas Wieser , Pengyu Yang

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

In Chib (1995), a method for approximating marginal densities in a Bayesian setting is proposed, with one proeminent application being the estimation of the number of components in a normal mixture. As pointed out in Neal (1999) and…

Methodology · Statistics 2008-12-18 J. -M. Marin , Christian Robert

The original definition of amenability given by von Neumann in the highly non-constructive terms of means was later recast by Day using approximately invariant probability measures. Moreover, as it was conjectured by Furstenberg and proved…

Functional Analysis · Mathematics 2020-05-29 Theo Bühler , Vadim A. Kaimanovich

In this note, we generalise a Bourgain's construction of finitely-supported symmetric measures whose Furstenberg measure has a smooth density from the case of $\mathrm{SL}_2(\mathbb{R})$ to that of a general simple Lie group. The proof is…

Group Theory · Mathematics 2022-05-24 Félix Lequen

In this article we extend the notion of $L^p$-measure subgroups couplings, a quantitative asymmetric version of measure equivalence that was introduced by Delabie, Koivisto, Le Ma\^itre and Tessera for finitely generated groups, to the…

Group Theory · Mathematics 2025-05-05 Juan Paucar

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

Probability · Mathematics 2016-09-07 Evarist Gine , Vladimir Koltchinskii , Joel Zinn

For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of $n$ variables $K:[0,1]^n\to\R$ which are componentwise Lipschitz. The proof is based on coupling and decay of…

Dynamical Systems · Mathematics 2009-08-27 J. -R. Chazottes , P. Collet , F. Redig , E. Verbitskiy

We are interested in the rate of consistency of kernel density estimators with respect to the weighted sup-norm determined by some unbounded weight function. This problem has been considered by Gine, Koltchinskii and Zinn (2004) for a…

Statistics Theory · Mathematics 2007-06-13 Julia Dony , Uwe Einmahl

We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $\nu$ with respect to the natural measure on a manifold with metric $g$. We assume that the target density satisfies a log-Sobolev…

Machine Learning · Computer Science 2022-04-25 Khashayar Gatmiry , Santosh S. Vempala
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