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Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…

Methodology · Statistics 2012-06-26 Michael P. Holmes , Alexander G. Gray , Charles Lee Isbell

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

Methodology · Statistics 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

Methodology · Statistics 2025-12-10 Léo R. Belzile , Christian Genest , Frédéric Ouimet , Donald Richards

We view sequential design as a model selection problem to determine which new observation is expected to be the most informative, given the existing set of observations. For estimating a probability distribution on a bounded interval, we…

Methodology · Statistics 2018-07-19 Madhurima Nath , Stephen Eubank

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

In contrast to the non-relativistic approaches, three-dimensional (3D) mesh calculations for the {\it relativistic} density functional theory have not been realized because of the challenges of variational collapse and fermion doubling. We…

Nuclear Theory · Physics 2015-07-03 Y. Tanimura , K. Hagino , H. Z. Liang

This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error term, allows for heteroskedastic errors, and permits endogenous…

Econometrics · Economics 2025-07-15 Fu Ouyang , Thomas Tao Yang

We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…

Machine Learning · Computer Science 2009-09-08 Francis Bach

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili

We introduce a balloon estimator in a generalized expectation-maximization method for estimating all parameters of a Gaussian mixture model given one data sample per mixture component. Instead of limiting explicitly the model size, this…

Machine Learning · Statistics 2018-12-12 Colas Schretter , Jianyong Sun , Peter Schelkens

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

This paper presents a Finite Element Model Updating framework for identifying heterogeneous material distributions in planar Bernoulli-Euler beams based on a rotation-free isogeometric formulation. The procedure follows two steps: First,…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Bartłomiej Łazorczyk , Roger A. Sauer

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

A variety of problems in computational physics and engineering require the convolution of the heat kernel (a Gaussian) with either discrete sources, densities supported on boundaries, or continuous volume distributions. We present a unified…

Numerical Analysis · Mathematics 2017-12-04 Jun Wang , Leslie Greengard

In some applications it is necessary to estimate derivatives of probability densities defined on the positive semi-axis. The quality of nonparametric estimates of the probability densities and their derivatives are strongly influenced by…

Probability · Mathematics 2014-07-29 A. V. Dobrovidov , L. A Markovich

The Field Estimator for Arbitrary Spaces (FiEstAS) computes the continuous probability density field underlying a given discrete data sample in multiple, non-commensurate dimensions. The algorithm works by constructing a metric-independent…

Instrumentation and Methods for Astrophysics · Physics 2010-06-08 Yago Ascasibar

Neutron and X-ray reflectometry are powerful techniques facilitating the study of the structure of interfacial materials. The analysis of these techniques is ill-posed in nature requiring the application of a model-dependent methods. This…

Soft Condensed Matter · Physics 2022-07-22 Andrew R. McCluskey , Thomas Arnold , Joshaniel F. K. Cooper , Tim Snow

In order to develop reliable services using machine learning, it is important to understand the uncertainty of the model outputs. Often the probability distribution that the prediction target follows has a complex shape, and a mixture…

Machine Learning · Computer Science 2021-05-11 Ryuichi Kanoh , Tomu Yanabe

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

Statistics Theory · Mathematics 2015-03-19 Suprateek Kundu , David B. Dunson