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We examine the problem of computing the highest density region (HDR) in a computational context where the user has access to a density function and quantile function for the distribution (e.g., in the statistical language R). We examine…

Computation · Statistics 2022-11-07 Ben O'Neill

We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HDR estimation. This approximation is then…

Statistics Theory · Mathematics 2010-10-05 R. J. Samworth , M. P. Wand

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

Statistics Theory · Mathematics 2017-01-23 Yannick Baraud , Lucien Birgé , Mathieu Sart

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

Most of the existing methods for estimating the local intrinsic dimension of a data distribution do not scale well to high-dimensional data. Many of them rely on a non-parametric nearest neighbors approach which suffers from the curse of…

High dynamic range (HDR) rendering has the ability to faithfully reproduce the wide luminance ranges in natural scenes, but how to accurately assess the rendering quality is relatively underexplored. Existing quality models are mostly…

Image and Video Processing · Electrical Eng. & Systems 2024-09-11 Peibei Cao , Rafal K. Mantiuk , Kede Ma

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

Methodology · Statistics 2014-12-10 Vikram V. Garg , Luis Tenorio , Karen Willcox

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

In this paper, we propose a novel deep neural network model that reconstructs a high dynamic range (HDR) image from a single low dynamic range (LDR) image. The proposed model is based on a convolutional neural network composed of dilated…

Computer Vision and Pattern Recognition · Computer Science 2020-06-30 Siyeong Lee , Gwon Hwan An , Suk-Ju Kang

High dynamic range (HDR) image synthesis from multiple low dynamic range (LDR) exposures continues to be actively researched. The extension to HDR video synthesis is a topic of significant current interest due to potential cost benefits.…

Computer Vision and Pattern Recognition · Computer Science 2017-04-05 Yuelong Li , Chul Lee , Vishal Monga

Density Estimation is one of the central areas of statistics whose purpose is to estimate the probability density function underlying the observed data. It serves as a building block for many tasks in statistical inference, visualization,…

Machine Learning · Statistics 2019-04-02 Zhipeng Wang , David W. Scott

In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…

Methodology · Statistics 2023-09-19 Archer Gong Zhang , Jiahua Chen

In computer vision, characteristics refer to image regions with unique properties, such as corners, edges, textures, or areas with high contrast. These regions can be represented through feature points (FPs). FP detection and description…

Computer Vision and Pattern Recognition · Computer Science 2024-04-01 Artur Santos Nascimento , Valter Guilherme Silva de Souza , Daniel Oliveira Dantas , Beatriz Trinchão Andrade

Probability mass curves the data space with horizons. Let f be a multivariate probability density function with continuous second order partial derivatives. Consider the problem of estimating the true value of f(z) > 0 at a single point z,…

Data Analysis, Statistics and Probability · Physics 2009-11-06 Carlos C. Rodriguez

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

The density ratio of two probability distributions is one of the fundamental tools in mathematical and computational statistics and machine learning, and it has a variety of known applications. Therefore, density ratio estimation from…

Machine Learning · Statistics 2024-06-28 Masanari Kimura , Howard Bondell

Density ratio estimation in high dimensions can be reframed as integrating a certain quantity, the time score, over probability paths which interpolate between the two densities. In practice, the time score has to be estimated based on…

Machine Learning · Computer Science 2025-06-13 Hanlin Yu , Arto Klami , Aapo Hyvärinen , Anna Korba , Omar Chehab

Environmental contours are an established method in probabilistic engineering design, especially in ocean engineering. The contours help engineers to select the environmental states which are appropriate for structural design calculations.…

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth
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