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We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

Statistics Theory · Mathematics 2020-11-02 Clément Berenfeld , Marc Hoffmann

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

Statistics Theory · Mathematics 2026-04-23 Nils Lid Hjort

How might a smooth probability distribution be estimated, with accurately quantified uncertainty, from a limited amount of sampled data? Here we describe a field-theoretic approach that addresses this problem remarkably well in one…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Wei-Chia Chen , Ammar Tareen , Justin B. Kinney

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…

Statistics Theory · Mathematics 2020-09-14 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We…

Statistics Theory · Mathematics 2020-02-25 Natalia Bochkina , Judith Rousseau

It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…

Methodology · Statistics 2011-05-31 Abhishek Bhattacharya , Garritt Page , David Dunson

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

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

The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…

Statistics Theory · Mathematics 2007-06-13 Sam Efromovich

We consider the nonparametric regression problem when the covariates are located on an unknown smooth compact submanifold of a Euclidean space. Under defining a random geometric graph structure over the covariates we analyze the asymptotic…

Statistics Theory · Mathematics 2024-11-05 Paul Rosa , Judith Rousseau

We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we…

Statistics Theory · Mathematics 2018-06-21 Andriy Norets , Justinas Pelenis

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

We present a new Bayesian methodology to learn the unknown material density of a given sample by inverting its two-dimensional images that are taken with a Scanning Electron Microscope. An image results from a sequence of projections of the…

Applications · Statistics 2014-03-06 Dalia Chakrabarty , Fabio Rigat , Nare Gabrielyan , Richard Beanland , Shashi Paul

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll
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