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Estimators of information theoretic measures such as entropy and mutual information are a basic workhorse for many downstream applications in modern data science. State of the art approaches have been either geometric (nearest neighbor (NN)…

Information Theory · Computer Science 2016-09-09 Weihao Gao , Sewoong Oh , Pramod Viswanath

In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…

Statistics Theory · Mathematics 2020-06-08 Ilmun Kim

Image acquisition and segmentation are likely to introduce noise. Further image processing such as image registration and parameterization can introduce additional noise. It is thus imperative to reduce noise measurements and boost signal.…

Methodology · Statistics 2021-11-30 Moo K. Chung

The paper presents a multiplicative bias reduction estimator for nonparametric regression. The approach consists to apply a multiplicative bias correction to an oversmooth pilot estimator. In Burr et al. [2010], this method has been tested…

Statistics Theory · Mathematics 2011-03-02 Nicolas Hengartner , Eric Matzner-Løber , Laurent Rouvière , Thomas Burr

This paper demonstrates the advantages of sharing information about unknown features of covariates across multiple model components in various nonparametric regression problems including multivariate, heteroscedastic, and semi-continuous…

Methodology · Statistics 2019-06-11 Antonio R. Linero , Debajyoti Sinha , Stuart R. Lipsitz

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Econometrics · Economics 2026-01-26 Mikihito Nishi

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

In the mean-median-mode triad of univariate centrality measures, the mode has been overlooked for estimating the center of symmetry in continuous and unimodal settings. This paper expands on the connection between kernel mode estimators and…

Methodology · Statistics 2025-09-05 José E. Chacón , Javier Fernández Serrano

This paper presents a new Bayesian model and algorithm for nonlinear unmixing of hyperspectral images. The model proposed represents the pixel reflectances as linear combinations of the endmembers, corrupted by nonlinear (with respect to…

Methodology · Statistics 2015-10-06 Yoann Altmann , Marcelo Pereyra , Stephen McLaughlin

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…

Machine Learning · Statistics 2016-08-24 Mingyuan Zhou

Mutual information is a measure of the dependence between random variables that has been used successfully in myriad applications in many fields. Generalized mutual information measures that go beyond classical Shannon mutual information…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Alfred O. Hero

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

We consider Bayesian nonparametric density estimation using a Pitman-Yor or a normalized inverse-Gaussian process kernel mixture as the prior distribution for a density. The procedure is studied from a frequentist perspective. Using the…

Statistics Theory · Mathematics 2013-02-15 Catia Scricciolo

It is possible to approach regression analysis with random covariates from a semiparametric perspective where information is combined from multiple multivariate sources. The approach assumes a semiparametric density ratio model where…

Methodology · Statistics 2012-10-02 Anastasia Voulgaraki , Benjamin Kedem , Barry I. Graubard

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible dependence structures, the marginal possibilities and their useful convolutional expression make them…

Statistics Theory · Mathematics 2022-03-28 Oskar Laverny

This paper addresses the problem of separating spectral sources which are linearly mixed with unknown proportions. The main difficulty of the problem is to ensure the full additivity (sum-to-one) of the mixing coefficients and…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Said Moussaoui , Jean-Yves Tourneret , Cedric Carteret

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…

Statistics Theory · Mathematics 2014-05-26 Antonio Canale , David B. Dunson