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In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

Statistical modeling of experimental physical laws is based on the probability density function of measured variables. It is expressed by experimental data via a kernel estimator. The kernel is determined objectively by the scattering of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 I. Grabec

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

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 this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations.…

Machine Learning · Computer Science 2012-10-17 Sotirios P. Chatzis , Dimitrios Korkinof , Yiannis Demiris

Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…

Machine Learning · Statistics 2022-07-04 Ragib Ahsan , Zahra Fatemi , David Arbour , Elena Zheleva

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

Statistics Theory · Mathematics 2012-10-02 Ryan Martin , Liang Hong

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

Probability · Mathematics 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

We study a multi-factor block model for variable clustering and connect it to regularized subspace clustering through a distributionally robust version of nodewise regression. To solve the latter problem, we derive a convex relaxation,…

Machine Learning · Computer Science 2026-05-26 Kaizheng Wang , Xiao Xu , Xun Yu Zhou

We consider the problem of estimating the division rate of a size-structured population in a nonparametric setting. The size of the system evolves according to a transport-fragmentation equation: each individual grows with a given transport…

Statistics Theory · Mathematics 2013-01-21 Marie Doumic Jauffret , Marc Hoffmann , Patricia Reynaud-Bouret , Vincent Rivoirard

We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…

Statistics Theory · Mathematics 2018-07-06 Johannes T. N. Krebs

A novel non-parametric estimator of the correlation between grouped measurements of a quantity is proposed in the presence of noise. This work is primarily motivated by functional brain network construction from fMRI data, where brain…

Methodology · Statistics 2023-02-16 Hanâ Lbath , Alexander Petersen , Wendy Meiring , Sophie Achard

It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

Statistics Theory · Mathematics 2019-08-21 Fei Jiang , Yanyuan Ma , Raymond J. Carroll

Hyperspectral imaging is a powerful technology that is plagued by large dimensionality. Herein, we explore a way to combat that hindrance via non-contiguous and contiguous (simpler to realize sensor) band grouping for dimensionality…

Image and Video Processing · Electrical Eng. & Systems 2019-05-31 Muhammad Aminul Islam , Derek T. Anderson , John E. Ball , Nicolas H. Younan

In clustered data setting, informative cluster size has been a focus of recent research. In the nonparametric context, the problem has been considered mainly for testing equality of distribution functions. The aim in this paper is to…

Methodology · Statistics 2022-12-15 Changrui Liu , Solomon W. Harrar

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Statistics Theory · Mathematics 2018-09-17 Fangzheng Xie , Yanxun Xu

In developing data-driven modeling methodologies, there is an ongoing need to reconcile the strong predictive performance of opaque black-box models with the transparency required for critical applications. This work introduces an…

Machine Learning · Statistics 2026-05-21 Xin Huang , Jia Li , Jun Yu

In this paper, we develop nonparametric inference on spatial regression models as an extension of Lu and Tj\ostheim(2014), which develops nonparametric inference on density functions of stationary spatial processes under domain expanding…

Statistics Theory · Mathematics 2019-07-12 Daisuke Kurisu

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

We set up a formal framework to characterize encompassing of nonparametric models through the L2 distance. We contrast it to previous literature on the comparison of nonparametric regression models. We then develop testing procedures for…

Econometrics · Economics 2025-05-07 Elia Lapenta , Pascal Lavergne
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