Related papers: Kernel entropy estimation for linear processes II
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…
We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…
In this paper, we introduce a new kernel function which differs from previous functions, and play an important role for generating a new design of primal-dual interior point algorithms for semidefinite linear complementarity problem. Its…
This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…
We discuss and compare various approaches to the problem of bandwidth selection for kernel estimators of intensity functions of spatial point processes. We also propose a new method based on the Campbell formula applied to the reciprocal…
The problem of estimating the kernel mean in a reproducing kernel Hilbert space (RKHS) is central to kernel methods in that it is used by classical approaches (e.g., when centering a kernel PCA matrix), and it also forms the core inference…
The purpose of this note is to provide an approximation for the generalized bootstrapped empirical process achieving the rate in Kolmos et al. (1975). The proof is based on much the same arguments as in Horvath et al. (2000). As a…
We establish the asymptotic normality of the kernel type estimator for the regression function constructed from quasi-associated data when the explanatory variable takes its values in a separable Hilbert space.
In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…
Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…
In this paper we consider the nonparametric estimation of density and regression functions with non-negative support using a gamma kernel procedure introduced by Chen (2000). Strong uniform consistency and asymptotic normality of the…
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…
We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…
We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…
We consider inference for the mean and covariance functions of covariate adjusted functional data using Local Linear Kernel (LLK) estimators. By means of a double asymptotic, we differentiate between sparse and dense covariate adjusted…
We apply the discrepancy method and a chaining approach to give improved bounds on the coreset complexity of a wide class of kernel functions. Our results give randomized polynomial time algorithms to produce coresets of size…
A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…
Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…
Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…
We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…