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A new data-based smoothing parameter for circular kernel density (and its derivatives) estimation is proposed. Following the plug-in ideas, unknown quantities on an optimal smoothing parameter are replaced by suitable estimates. This paper…

Computation · Statistics 2022-11-21 Jose Ameijeiras-Alonso

We consider the problem of estimation of a bivariate density function with support $\Re\times[0,\infty)$, where a classical bivariate kernel estimator causes boundary bias due to the non-negative variable. To overcome this problem, we…

Applications · Statistics 2019-08-08 Uttam Bandyopadhyay , Soumita Modak

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

Nonparametric density estimation for compositional data supported on the simplex is examined under a missing at random mechanism. Rather than imputing missing values and estimating the density from a completed data set, we adopt a strategy…

Methodology · Statistics 2026-03-10 Hanen Daayeb , Wissem Jedidi , Salah Khardani , Guanjie Lyu , Frédéric Ouimet

Kernel density estimation, a.k.a. Parzen windows, is a popular density estimation method, which can be used for outlier detection or clustering. With multivariate data, its performance is heavily reliant on the metric used within the…

Machine Learning · Computer Science 2012-12-11 Nicolas Le Roux , Francis Bach

A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…

Information Theory · Computer Science 2018-02-14 Alan Wisler , Visar Berisha , Andreas Spanias , Alfred O. Hero

Modern day Language Models see extensive use in text classification, yet this comes at significant computational cost. Compute-effective classification models are needed for low-resource environments, most notably on edge devices. We…

Machine Learning · Computer Science 2024-11-22 Stan Loosmore , Alexander Titus

In this work we give new density estimators by averaging classical density estimators such as the histogram, the frequency polygon and the kernel density estimators obtained over different bootstrap samples of the original data. We prove…

Methodology · Statistics 2018-08-24 Mathias Bourel , Jairo Cugliari

Estimation of density derivatives is a versatile tool in statistical data analysis. A naive approach is to first estimate the density and then compute its derivative. However, such a two-step approach does not work well because a good…

Machine Learning · Statistics 2014-07-01 Hiroaki Sasaki , Yung-Kyun Noh , Masashi Sugiyama

We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we…

Statistics Theory · Mathematics 2023-03-28 S. Valère Bitseki Penda

The standard definition of pedestrian density produces scattered values, hence, many approaches have been developed to improve the features of the estimated density. This paper provides a review of generally applied methods and presents a…

Physics and Society · Physics 2023-07-18 Jana Vacková , Marek Bukáček

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

Coresets have emerged as a powerful tool to summarize data by selecting a small subset of the original observations while retaining most of its information. This approach has led to significant computational speedups but the performance of…

Statistics Theory · Mathematics 2020-12-10 Paxton Turner , Jingbo Liu , Philippe Rigollet

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…

Statistics Theory · Mathematics 2018-10-29 Karine Bertin , Salima El Kolei , Nicolas Klutchnikoff

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

The multiplicative censoring model introduced in Vardi [Biometrika 76 (1989) 751--761] is an incomplete data problem whereby two independent samples from the lifetime distribution $G$, $\mathcal{X}_m=(X_1,...,X_m)$ and…

Statistics Theory · Mathematics 2012-05-30 Masoud Asgharian , Marco Carone , Vahid Fakoor

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi