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Support Vector Data Description (SVDD) provides a useful approach to construct a description of multivariate data for single-class classification and outlier detection with various practical applications. Gaussian kernel used in SVDD…

Machine Learning · Computer Science 2018-11-02 Sergiy Peredriy , Deovrat Kakde , Arin Chaudhuri

Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…

Statistics Theory · Mathematics 2025-05-30 Jack Kendrick

This work proposes a framework LGKDE that learns kernel density estimation for graphs. The key challenge in graph density estimation lies in effectively capturing both structural patterns and semantic variations while maintaining…

Machine Learning · Computer Science 2026-05-27 Xudong Wang , Ziheng Sun , Chris Ding , Jicong Fan

In this paper, the authors evaluate the performance of a spatial multiresolution analysis (SMA) method that behaves like a variable bandwidth kernel density estimation (KDE) method, for hazardous road segments identification (HRSI) and…

Applications · Statistics 2020-03-16 Samer Katicha , John Khoury , Gerardo Flintsch

In the context of estimating local modes of a conditional density based on kernel density estimators, we show that existing bandwidth selection methods developed for kernel density estimation are unsuitable for mode estimation. We propose…

Computation · Statistics 2017-11-02 Haiming Zhou , Xianzheng Huang

In this paper we introduce an efficient method to unwrap multi-frequency phase estimates for time-of-flight ranging. The algorithm generates multiple depth hypotheses and uses a spatial kernel density estimate (KDE) to rank them. The…

Computer Vision and Pattern Recognition · Computer Science 2016-08-19 Felix Järemo Lawin , Per-Erik Forssén , Hannes Ovrén

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three…

Machine Learning · Statistics 2015-06-30 Rahul Agarwal , Zhe Chen , Sridevi V. Sarma

Approximate query processing (AQP) is an interesting alternative for exact query processing. It is a tool for dealing with the huge data volumes where response time is more important than perfect accuracy (this is typically the case during…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-11 Witold Andrzejewski , Artur Gramacki , Jarosław Gramacki

Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…

Computation · Statistics 2020-02-18 Nicolas Langrené , Xavier Warin

Density estimation is a fundamental task in statistics and machine learning applications. Kernel density estimation is a powerful tool for non-parametric density estimation in low dimensions; however, its performance is poor in higher…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Fabio A. González

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

The reconstruction of smooth density fields from scattered data points is a procedure that has multiple applications in a variety of disciplines, including Lagrangian (particle-based) models of solute transport in fluids. In random walk…

Computational Physics · Physics 2019-09-04 Guillem Sole-Mari , Diogo Bolster , Daniel Fernàndez-Garcia , Xavier Sanchez-Vila

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…

Machine Learning · Statistics 2024-12-23 Jie Wang , Santanu S. Dey , Yao Xie

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

Machine Learning · Statistics 2016-05-10 Badong Chen , Junli Liang , Nanning Zheng , Jose C. Principe

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

An exact, closed form, and easy to compute expression for the mean integrated squared error (MISE) of a kernel estimator of a normal mixture cumulative distribution function is derived for the class of arbitrary order Gaussian-based…

Methodology · Statistics 2020-03-04 Vitaliy Oryshchenko

Nonparametric methods play a central role in modern empirical work. While they provide inference procedures that are more robust to parametric misspecification bias, they may be quite sensitive to tuning parameter choices. We study the…

Statistics Theory · Mathematics 2018-07-27 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech