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In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…

Statistics Theory · Mathematics 2011-01-06 Bert van Es

This paper proposes a consensus-based distributed nonlinear filter with kernel mean embedding (KME). This fills with gap of posterior density approximation with KME for distributed nonlinear dynamic systems. To approximate the posterior…

Systems and Control · Electrical Eng. & Systems 2023-12-05 Liping Guo , Jimin Wang , Yanlong Zhao , Ji-Feng Zhang

We present a new method for multiclass thresholding of a histogram which is based on the nonparametric Kernel Density (KD) estimation, where the unknown parameters of the KD estimate are defined using the Expectation-Maximization (EM)…

Image and Video Processing · Electrical Eng. & Systems 2022-02-11 S. Korneev , J. Gilles , I. Battiato

Spectral algorithms leverage spectral regularization techniques to analyze and process data, providing a flexible framework for addressing supervised learning problems. To deepen our understanding of their performance in real-world…

Machine Learning · Statistics 2025-07-23 Jun Fan , Zheng-Chu Guo , Lei Shi

We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift. Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of…

Machine Learning · Statistics 2020-03-20 Keiichi Kisamori , Motonobu Kanagawa , Keisuke Yamazaki

We develop a nonparametric two-sample test for distributions supported on the cone of symmetric positive definite matrices. The procedure relies on the Wishart kernel density estimator (KDE) introduced by Belzile et al. (2025), whose…

Statistics Theory · Mathematics 2026-03-17 Frédéric Ouimet

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

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

Probability · Mathematics 2016-09-07 Evarist Gine , Vladimir Koltchinskii , Joel Zinn

Community detection becomes an important problem with the booming of social networks. The Medoid-Shift algorithm preserves the benefits of Mean-Shift and can be applied to problems based on distance matrix, such as community detection. One…

Social and Information Networks · Computer Science 2023-09-20 Jie Hou , Jiakang Li , Xiaokang Peng , Wei Ke , Yonggang Lu

We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…

Optimization and Control · Mathematics 2016-09-14 Patrick R. Johnstone , Pierre Moulin

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…

Machine Learning · Statistics 2020-07-30 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Yoshinobu Kawahara

This paper investigates adaptive importance sampling algorithms for which the policy, the sequence of distributions used to generate the particles, is a mixture distribution between a flexible kernel density estimate (based on the previous…

Statistics Theory · Mathematics 2020-03-23 Bernard Delyon , François Portier

For a larger set of predictions of several differently trained machine learning models, known as bagging predictors, the mean of all predictions is taken by default. Nevertheless, this proceeding can deviate from the actual ground truth in…

Machine Learning · Computer Science 2026-04-07 Philipp Seitz , Jan Schmitt , Andreas Schiffler

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time.…

Machine Learning · Statistics 2021-11-05 Cristopher Salvi , Maud Lemercier , Chong Liu , Blanka Hovarth , Theodoros Damoulas , Terry Lyons

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

In the kernel density estimation (KDE) problem one is given a kernel $K(x, y)$ and a dataset $P$ of points in a Euclidean space, and must prepare a data structure that can quickly answer density queries: given a point $q$, output a…

Data Structures and Algorithms · Computer Science 2024-01-08 Moses Charikar , Michael Kapralov , Erik Waingarten

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue