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Markov Chain Monte Carlo approach is frequently used within Bayesian framework to sample the target posterior distribution. Its efficiency strongly depends on the proposal used to build the chain. The best jump proposal is the one that…

Instrumentation and Methods for Astrophysics · Physics 2023-02-01 Mikel Falxa , Stanislav Babak , Maude Le Jeune

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

Machine learning models are increasingly used to predict material properties and accelerate atomistic simulations, but the reliability of their predictions depends on the representativeness of the training data. We present a scalable,…

Chemical Physics · Physics 2025-10-20 Daniel Willimetz , Lukáš Grajciar

Neural networks have been widely used as predictive models to fit data distribution, and they could be implemented through learning a collection of samples. In many applications, however, the given dataset may contain noisy samples or…

Neural and Evolutionary Computing · Computer Science 2017-05-30 Dianhui Wang , Ming Li

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis

Predictive hotspot mapping plays a critical role in hotspot policing. Existing methods such as the popular kernel density estimation (KDE) do not consider the temporal dimension of crime. Building upon recent works in related fields, this…

Applications · Statistics 2020-06-02 Yujie Hu , Fahui Wang , Cecile Guin , Haojie Zhu

We present xokde++, a state-of-the-art online kernel density estimation approach that maintains Gaussian mixture models input data streams. The approach follows state-of-the-art work on online density estimation, but was redesigned with…

Machine Learning · Computer Science 2016-06-10 Jaime Ferreira , David Martins de Matos , Ricardo Ribeiro

Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…

Machine Learning · Computer Science 2021-10-26 Firuz Kamalov , Ashraf Elnagar

Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

Graph theory is increasingly commonly utilised in genetics, proteomics and neuroimaging. In such fields, the data of interest generally constitute weighted graphs. Analysis of such weighted graphs often require the integration of…

Molecular Networks · Quantitative Biology 2011-06-09 Cedric E. Ginestet , Andrew Simmons

Electrical impedance tomography is an imaging modality for extracting information on the conductivity distribution inside a physical body from boundary measurements of current and voltage. In many practical applications, it is a priori…

Numerical Analysis · Mathematics 2014-06-06 Lauri Harhanen , Nuutti Hyvönen , Helle Majander , Stratos Staboulis

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

Imbalanced response variable distribution is a common occurrence in data science. In fields such as fraud detection, medical diagnostics, system intrusion detection and many others where abnormal behavior is rarely observed the data under…

Machine Learning · Computer Science 2019-11-21 Firuz Kamalov

This paper presents a novel density estimation method for anomaly detection using density matrices (a powerful mathematical formalism from quantum mechanics) and Fourier features. The method can be seen as an efficient approximation of…

Machine Learning · Computer Science 2022-10-27 Oscar Bustos-Brinez , Joseph Gallego-Mejia , Fabio A. González

Having good knowledge of terrain information is essential for improving the performance of various downstream tasks on complex terrains, especially for the locomotion and navigation of legged robots. We present a novel framework for neural…

Robotics · Computer Science 2024-03-13 Bowen Yang , Qingwen Zhang , Ruoyu Geng , Lujia Wang , Ming Liu

This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…

Computation · Statistics 2019-11-12 David P. Hofmeyr

GPS trajectories are the essential foundations for many trajectory-based applications, such as travel time estimation, traffic prediction and trajectory similarity measurement. Most applications require a large amount of high sample rate…

Machine Learning · Computer Science 2022-11-29 Yuqi Chen , Hanyuan Zhang , Weiwei Sun , Baihua Zheng

This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial…

Methodology · Statistics 2020-08-06 Yang Liu , David Ruppert

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which…

Methodology · Statistics 2024-01-09 Johan Medrano , Abderrahmane Kheddar , Annick Lesne , Sofiane Ramdani