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We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

Methodology · Statistics 2014-12-10 Vikram V. Garg , Luis Tenorio , Karen Willcox

Normalizing Flows (NFs) are universal density estimators based on Neural Networks. However, this universality is limited: the density's support needs to be diffeomorphic to a Euclidean space. In this paper, we propose a novel method to…

Machine Learning · Computer Science 2022-02-02 Christian Horvat , Jean-Pascal Pfister

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

We prove that Riemannian metrics with a uniform weak norm can be smoothed to having arbitrarily high regularity. This generalizes all previous smoothing results. As a consequence we obtain a generalization of Gromov's almost flat manifold…

dg-ga · Mathematics 2008-02-03 Peter Petersen , Guofang Wei , Rugang Ye

The estimation of a density profile from experimental data points is a challenging problem, usually tackled by plotting a histogram. Prior assumptions on the nature of the density, from its smoothness to the specification of its form, allow…

Methodology · Statistics 2015-03-13 Alberto Bernacchia , Simone Pigolotti

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

This paper studies the statistical estimation of exact Wasserstein barycenters. Existing non-asymptotic results for empirical barycenters exhibit a severe curse of dimensionality. Motivated by the semi-dual formulation of the barycenter…

Statistics Theory · Mathematics 2026-05-06 Pengtao Li , Changbo Zhu , Xiaohui Chen

A robust estimator, namely M-smoother, for piecewise-constant smoothing is revisited in this paper. Starting from its generalized formulation, we propose a numerical scheme/framework for solving it via a series of weighted-average filtering…

Computer Vision and Pattern Recognition · Computer Science 2017-12-20 Linchao Bao , Qingxiong Yang

We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…

Methodology · Statistics 2017-12-14 Sutanoy Dasgupta , Debdeep Pati , Anuj Srivastava

We show that, by sampling a sufficiently large number of random points in a neighborhood of a compact submanifold M of a Riemannian manifold N, one can recover the topology of M with high confidence. This holds under the assumptions on the…

Differential Geometry · Mathematics 2025-12-30 Reza Mirzaie

While classical data analysis has addressed observations that are real numbers or elements of a real vector space, at present many statistical problems of high interest in the sciences address the analysis of data that consist of more…

Statistics Theory · Mathematics 2023-08-15 Zhigang Yao , Jiaji Su , Bingjie Li , Shing-Tung Yau

We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…

Data Structures and Algorithms · Computer Science 2017-10-18 Yin Tat Lee , Santosh S. Vempala

Reconstruction of sets from a random sample of points intimately related to them is the goal of set estimation theory. Within this context, a particular problem is the one related with the reconstruction of density level sets and…

Methodology · Statistics 2020-11-06 Paula Saavedra-Nieves , Rosa María Crujeiras

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…

Methodology · Statistics 2023-06-06 Giuseppe Buccheri , Giacomo Bormetti , Fulvio Corsi , Fabrizio Lillo

Multivariate density estimation and graphical models play important roles in statistical learning. The estimated density can be used to construct a graphical model that reveals conditional relationships whereas a graphical structure can be…

Methodology · Statistics 2019-04-02 Runfei Luo , Anna Liu , Yuedong Wang

We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

Statistics Theory · Mathematics 2020-11-02 Clément Berenfeld , Marc Hoffmann

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

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