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The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis

This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…

Methodology · Statistics 2026-04-22 Nils Lid Hjort , M. C. Jones

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang

This paper studies sparse density estimation via $\ell_1$ penalization (SPADES). We focus on estimation in high-dimensional mixture models and nonparametric adaptive density estimation. We show, respectively, that SPADES can recover, with…

Statistics Theory · Mathematics 2010-10-22 Florentina Bunea , Alexandre B. Tsybakov , Marten H. Wegkamp , Adrian Barbu

We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage…

Machine Learning · Computer Science 2025-06-04 Aleix Boquet-Pujadas , Pol del Aguila Pla , Michael Unser

We propose a flexible nonparametric regression method for ultrahigh-dimensional data. As a first step, we propose a fast screening method based on the favored smoothing bandwidth of the marginal local constant regression. Then, an iterative…

Methodology · Statistics 2018-07-30 Yang Feng , Yichao Wu , Leonard Stefanski

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

Over the past two decades, we have seen an exponentially increased amount of point clouds collected with irregular shapes in various areas. Motivated by the importance of solid modeling for point clouds, we develop a novel and efficient…

Computation · Statistics 2023-02-21 Xinyi Li , Shan Yu , Yueying Wang , Guannan Wang , Ming-Jun Lai , Li Wang

Fine stratification survey is useful in many applications as its point estimator is unbiased, but the variance estimator under the design cannot be easily obtained, particularly when the sample size per stratum is as small as one unit. One…

Methodology · Statistics 2026-03-05 Sepideh Mosaferi , Shonosuke Sugasawa

The estimation of cumulative distribution functions (CDF) and probability density functions (PDF) is a fundamental practice in applied statistics. However, challenges often arise when dealing with data arranged in grouped intervals. In this…

Methodology · Statistics 2023-09-25 Ejike R. Ugba , Jan Gertheiss

This paper tackles the issue of real-time parametric estimation of a wide class of probability density functions from limited datasets. This type of estimation addresses recent applications that require joint sensing and actuation. The…

Information Theory · Computer Science 2022-03-21 Ahmad A. Masoud

Density Estimation is one of the central areas of statistics whose purpose is to estimate the probability density function underlying the observed data. It serves as a building block for many tasks in statistical inference, visualization,…

Machine Learning · Statistics 2019-04-02 Zhipeng Wang , David W. Scott

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

Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives…

Statistics Theory · Mathematics 2022-03-04 José E. Chacón , Tarn Duong

We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…

Machine Learning · Statistics 2017-03-01 Wesley Tansey , Karl Pichotta , James G. Scott

This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…

Methodology · Statistics 2021-11-19 Arkaprabha Ganguli , David Todem

We present an estimation procedure for nonlinear mixed-effects models in which the population trajectory is represented by penalized splines and adapted to individuals via subject-specific transformation parameters. By exploiting the mixed…

Methodology · Statistics 2026-03-13 Matteo D'Alessandro , Magne Thoresen , Øystein Sørensen

We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…

Methodology · Statistics 2025-07-31 Konstantin E. Avrachenkov , Leonid B. Freidovich