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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

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Machine Learning · Statistics 2011-09-07 JooSeuk Kim , Clayton D. Scott

Kernel Density Estimation (KDE) is a cornerstone of nonparametric statistics, yet it remains sensitive to bandwidth choice, boundary bias, and computational inefficiency. This study revisits KDE through a principled convolutional framework,…

Methodology · Statistics 2025-10-24 Nicholas Tenkorang , Kwesi Appau Ohene-Obeng , Xiaogang Su

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

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

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

While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…

Machine Learning · Statistics 2014-11-18 Robert A. Vandermeulen , Clayton D. Scott

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…

Statistics Theory · Mathematics 2020-01-01 Wanli Qiao

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

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

A kernel density estimator (KDE) is one of the most popular non-parametric density estimators. In this paper we focus on a best bandwidth selection method for use in an analogue of a classical KDE using the tropical symmetric distance,…

Populations and Evolution · Quantitative Biology 2025-12-30 Ruriko Yoshida , Zhiwen Wang

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

We focus on the nonparametric density estimation problem with directional data. We propose a new rule for bandwidth selection for kernel density estimation. Our procedure is automatic, fully data-driven and adaptive to the smoothness degree…

Statistics Theory · Mathematics 2018-08-08 Thanh Mai Pham Ngoc

We propose a flexible method for estimating luminosity functions (LFs) based on kernel density estimation (KDE), the most popular nonparametric density estimation approach developed in modern statistics, to overcome issues surrounding…

Methodology · Statistics 2020-05-01 Zunli Yuan , Matt J. Jarvis , Jiancheng Wang

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Jaehyeok Shin , Alessandro Rinaldo , Larry Wasserman

In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…

Nuclear Theory · Physics 2011-12-13 M. A. Jafarizadeh , N. Fouladi , H. Sabri , B. Rashidian Maleki

Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

Methodology · Statistics 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman
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