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This tutorial provides a gentle introduction to kernel density estimation (KDE) and recent advances regarding confidence bands and geometric/topological features. We begin with a discussion of basic properties of KDE: the convergence rate…

Methodology · Statistics 2017-09-13 Yen-Chi Chen

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

We present tight lower bounds on the number of kernel evaluations required to approximately solve kernel ridge regression (KRR) and kernel $k$-means clustering (KKMC) on $n$ input points. For KRR, our bound for relative error approximation…

Data Structures and Algorithms · Computer Science 2019-05-17 Manuel Fernandez , David P. Woodruff , Taisuke Yasuda

The performance of multivariate kernel density estimation (KDE) depends strongly on the choice of bandwidth matrix. The high computational cost required for its estimation provides a big motivation to develop fast and accurate methods. One…

Computation · Statistics 2016-05-13 Artur Gramacki , Jarosław Gramacki

We study the worst case error of kernel density estimates via subset approximation. A kernel density estimate of a distribution is the convolution of that distribution with a fixed kernel (e.g. Gaussian kernel). Given a subset (i.e. a point…

Computational Geometry · Computer Science 2012-04-05 Jeff M. Phillips

Dot-product attention mechanism plays a crucial role in modern deep architectures (e.g., Transformer) for sequence modeling, however, na\"ive exact computation of this model incurs quadratic time and memory complexities in sequence length,…

Machine Learning · Computer Science 2023-06-30 Amir Zandieh , Insu Han , Majid Daliri , Amin Karbasi

We present the first mini-batch kernel $k$-means algorithm, offering an order of magnitude improvement in running time compared to the full batch algorithm. A single iteration of our algorithm takes $\widetilde{O}(kb^2)$ time, significantly…

Machine Learning · Computer Science 2024-10-10 Ben Jourdan , Gregory Schwartzman

Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work…

Data Structures and Algorithms · Computer Science 2017-11-07 Cameron Musco , David P. Woodruff

We study efficient mechanisms for differentially private kernel density estimation (DP-KDE). Prior work for the Gaussian kernel described algorithms that run in time exponential in the number of dimensions $d$. This paper breaks the…

Data Structures and Algorithms · Computer Science 2023-07-06 Tal Wagner , Yonatan Naamad , Nina Mishra

We study query time bounds for the fundamental problem of estimating the kernel mean $\frac1{|X|}\sum_{x\in X}\mathbf{k}(x,y)$ of a query $y$ in a finite dataset $X\subset\mathbb{R}^d$ up to a prescribed additive error $\varepsilon$. The…

Data Structures and Algorithms · Computer Science 2026-05-05 Tal Wagner

Finding the mode of a high dimensional probability distribution $D$ is a fundamental algorithmic problem in statistics and data analysis. There has been particular interest in efficient methods for solving the problem when $D$ is…

Machine Learning · Computer Science 2023-06-05 Xinyu Luo , Christopher Musco , Cas Widdershoven

In the kernel density estimation (KDE) problem, we are given a set $X$ of data points in $\mathbb{R}^d$, a kernel function $k: \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}$, and a query point $\mathbf{q} \in \mathbb{R}^d$, and…

Data Structures and Algorithms · Computer Science 2025-07-03 Steinar Laenen , Peter Macgregor , He Sun

We introduce an alternative method for the calculation of sky maps from data taken with gamma-ray telescopes. In contrast to the established method of smoothing the 2D histogram of reconstructed event directions with a static kernel, we…

High Energy Astrophysical Phenomena · Physics 2024-01-30 M. Holler , T. Mitterdorfer , S. Panny

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

Quantum computing algorithms have been shown to produce performant quantum kernels for machine-learning classification problems. Here, we examine the performance of quantum kernels for regression problems of practical interest. For an…

Quantum Physics · Physics 2024-09-30 Xuyang Guo , Jun Dai , Roman V. Krems

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

When analyzing modern machine learning algorithms, we may need to handle kernel density estimation (KDE) with intricate kernels that are not designed by the user and might even be irregular and asymmetric. To handle this emerging challenge,…

Statistics Theory · Mathematics 2021-06-09 Hau-Tieng Wu , Nan Wu

Gaussian process regression generally does not scale to beyond a few thousands data points without applying some sort of kernel approximation method. Most approximations focus on the high eigenvalue part of the spectrum of the kernel…

Machine Learning · Statistics 2018-01-31 Yi Ding , Risi Kondor , Jonathan Eskreis-Winkler

A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability for a given mean and variance simply requires the evaluation…

Numerical Analysis · Mathematics 2015-04-07 Sivaram Ambikasaran , Daniel Foreman-Mackey , Leslie Greengard , David W. Hogg , Michael O'Neil

Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is…

Machine Learning · Computer Science 2022-12-02 Ainesh Bakshi , Piotr Indyk , Praneeth Kacham , Sandeep Silwal , Samson Zhou