Related papers: Dispersal density estimation across scales

We study the problem of nonparametric estimation under $\bL_p$-loss, $p\in [1,\infty)$, in the framework of the convolution structure density model on $\bR^d$. This observation scheme is a generalization of two classical statistical models,…

We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…

This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…

Assuming that a stochastic process $X=(X_t)_{t\geq 0}$ is a sum of a compound Poisson process $Y=(Y_t)_{t\geq 0}$ with known intensity $\lambda$ and unknown jump size density $f,$ and an independent Brownian motion $Z=(Z_t)_{t\geq 0},$ we…

In this paper we consider the problem of estimating $f$, the conditional density of $Y$ given $X$, by using an independent sample distributed as $(X,Y)$ in the multivariate setting. We consider the estimation of $f(x,.)$ where $x$ is a…

Existing learning-based point cloud upsampling methods often overlook the intrinsic data distribution charac?teristics of point clouds, leading to suboptimal results when handling sparse and non-uniform point clouds. We propose a novel…

We describe two distinct approaches to obtaining cloud point densities and coexistence properties of polydisperse fluid mixtures by Monte Carlo simulation within the grand canonical ensemble. The first method determines the chemical…

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Diffusion-based generative models (DBGMs) perturb data to a target noise distribution and reverse this process to generate samples. The choice of noising process, or inference diffusion process, affects both likelihoods and sample quality.…

Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to…

This paper presents minimax rates for density estimation when the data dimension $d$ is allowed to grow with the number of observations $n$ rather than remaining fixed as in previous analyses. We prove a non-asymptotic lower bound which…

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

In this paper, we study the problem of pointwise estimation of a multivariate density. We provide a data-driven selection rule from the family of kernel estimators and derive for it a pointwise oracle inequality. Using the latter bound, we…

This paper investigates the score-based diffusion models for density estimation when the target density admits a factorizable low-dimensional nonparametric structure. To be specific, we show that when the log density admits a $d^*$-way…

Let $\mathcal{P}_{\lambda}:=\mathcal{P}_{\lambda\kappa}$ denote a Poisson point process of intensity $\lambda\kappa$ on $[0,1]^d,d\geq2$, with $\kappa$ a bounded density on $[0,1]^d$ and $\lambda\in(0,\infty)$. Given a closed subset…

[Abridged] We present a novel technique, dubbed FiEstAS, to estimate the underlying density field from a discrete set of sample points in an arbitrary multidimensional space. FiEstAS assigns a volume to each point by means of a binary tree.…