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Related papers: ROME: Robust Multi-Modal Density Estimator

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In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…

Statistics Theory · Mathematics 2020-07-01 Pierre Humbert , Batiste Le Bars , Ludovic Minvielle , Nicolas Vayatis

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

Standard machine learning models optimized for average performance often fail on minority subgroups and lack robustness to distribution shifts. This challenge worsens when subgroups are latent and affected by complex interactions among…

Machine Learning · Statistics 2025-09-23 Siqi Li , Molei Liu , Ziye Tian , Chuan Hong , Nan Liu

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

Imbalanced response variable distribution is a common occurrence in data science. In fields such as fraud detection, medical diagnostics, system intrusion detection and many others where abnormal behavior is rarely observed the data under…

Machine Learning · Computer Science 2019-11-21 Firuz Kamalov

Many unsupervised representation learning methods belong to the class of similarity learning models. While various modality-specific approaches exist for different types of data, a core property of many methods is that representations of…

One of the popular measures of central tendency that provides better representation and interesting insights of the data compared to the other measures like mean and median is the metric mode. If the analytical form of the density function…

Machine Learning · Computer Science 2019-06-04 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Prabuchandran K. J. , Shalabh Bhatnagar

A Local Orthogonal Polynomial Expansion (LOrPE) of the empirical density function is proposed as a novel method to estimate the underlying density. The estimate is constructed by matching localized expectation values of orthogonal…

Applications · Statistics 2015-05-05 D. P. Amali Dassanayake , Igor Volobouev , A. Alexandre Trindade

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

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

Monte Carlo radiation transport simulations have clearly contributed to improve the design of nuclear systems. When performing in-beam or shielding simulations a complexity arises due to the fact that particles must be tracked to regions…

Instrumentation and Detectors · Physics 2022-03-15 N. S. Schmidt , O. I. Abbate , Z. M. Prieto , J. I. Robledo , J. I. Márquez Damián , A. A. Márquez , J. Dawidowski

Reduced-order modeling (ROM) commonly refers to the construction, based on a few solutions (referred to as snapshots) of an expensive discretized partial differential equation (PDE), and the subsequent application of low-dimensional…

Numerical Analysis · Mathematics 2019-05-22 Martin Hess , Alessandro Alla , Annalisa Quaini , Gianluigi Rozza , Max Gunzburger

We introduce \emph{topological density estimation} (TDE), in which the multimodal structure of a probability density function is topologically inferred and subsequently used to perform bandwidth selection for kernel density estimation. We…

Methodology · Statistics 2022-03-10 Steve Huntsman

Numerical data imputation algorithms replace missing values by estimates to leverage incomplete data sets. Current imputation methods seek to minimize the error between the unobserved ground truth and the imputed values. But this strategy…

Machine Learning · Statistics 2023-07-11 Florian Lalande , Kenji Doya

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

Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…

Machine Learning · Statistics 2018-03-13 Dangna Li , Kun Yang , Wing Hung Wong

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Methodology · Statistics 2016-10-10 Adelchi Azzalini

Several disciplines, like the social sciences, epidemiology, sentiment analysis, or market research, are interested in knowing the distribution of the classes in a population rather than the individual labels of the members thereof.…

Machine Learning · Computer Science 2024-01-04 Alejandro Moreo , Pablo González , Juan José del Coz

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
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