Related papers: lpcde: Estimation and Inference for Local Polynomi…
In this paper, we propose a normal estimation method for unstructured 3D point clouds. In this method, a feature constraint mechanism called Local Plane Features Constraint (LPFC) is used and then a multi-scale selection strategy is…
We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…
Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network…
SDRcausal is a package that implements sufficient dimension reduction methods for causal inference as proposed in Ghosh, Ma, and de Luna (2021). The package implements (augmented) inverse probability weighting and outcome regression…
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in…
We introduce an \verb|R| package, called \verb|MPS|, for computing the probability density function, computing the cumulative distribution function, computing the quantile function, simulating random variables, and estimating the parameters…
We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary bias problem and we propose a data-driven procedure based on…
We develop honest and locally adaptive confidence bands for probability densities. They provide substantially improved confidence statements in case of inhomogeneous smoothness, and are easily implemented and visualized. The article…
We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…
Density estimates based on point processes are often restrained to regions with irregular boundaries or holes. We propose a density estimator, the lattice-based density estimator, which produces reasonable density estimates under these…
In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by Mokkadem et al. [2009. The stochastic…
We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
We initiate the probabilistic analysis of linear programming (LP) decoding of low-density parity-check (LDPC) codes. Specifically, we show that for a random LDPC code ensemble, the linear programming decoder of Feldman et al. succeeds in…
This article introduces the R package concrete, which implements a recently developed targeted maximum likelihood estimator (TMLE) for the cause-specific absolute risks of time-to-event outcomes measured in continuous time. Cross-validated…
Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…
We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…
We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, while we show that its nice boundary performance translates…
It is well known that it is impossible to construct useful confidence intervals (CIs) about the mean or median of a response $Y$ conditional on features $X = x$ without making strong assumptions about the joint distribution of $X$ and $Y$.…
The $k$-means clustering algorithm is popular but has the following main drawbacks: 1) the number of clusters, $k$, needs to be provided by the user in advance, 2) it can easily reach local minima with randomly selected initial centers, 3)…