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In this paper, we consider the nonparametric estimation of the multivariate probability density function and its partial derivative with a support on $[0,\infty)$. To this end we use the class of kernel estimators with asymmetric gamma…

Probability · Mathematics 2017-12-27 L. A. Markovich

We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary bias problem and we propose a data-driven procedure based on…

Statistics Theory · Mathematics 2018-10-29 Karine Bertin , Salima El Kolei , Nicolas Klutchnikoff

In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Statistics Theory · Mathematics 2026-01-29 Baba Thiam

We establish local asymptotic estimates of partial Bergman kernels on closed, $S^1$-symmetric K\"{a}hler manifolds. The main result concerns the scaling asymptotics of partial Bergman kernels at generic off-diagonal points in which they are…

Complex Variables · Mathematics 2025-10-02 Ood Shabtai

Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

Data Analysis, Statistics and Probability · Physics 2015-02-27 Anton Poluektov

The standard definition of pedestrian density produces scattered values, hence, many approaches have been developed to improve the features of the estimated density. This paper provides a review of generally applied methods and presents a…

Physics and Society · Physics 2023-07-18 Jana Vacková , Marek Bukáček

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…

Machine Learning · Statistics 2014-11-18 Robert A. Vandermeulen , Clayton D. Scott

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li

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…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Fabio A. González

We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…

Machine Learning · Statistics 2026-03-27 Andrea Della Vecchia , Damir Filipovic , Paul Schneider

The histogram estimator of a discrete probability mass function often exhibits undesirable properties related to zero probability estimation both within the observed range of counts and outside into the tails of the distribution. To…

Methodology · Statistics 2021-08-19 Alan Huang , Lucas Sippel , Thomas Fung

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

Statistics Theory · Mathematics 2024-04-12 Sobom M. Somé , Célestin C. Kokonendji , Smail Adjabi , Naushad A. Mamode Khan , Said Beddek

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

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which…

Methodology · Statistics 2024-01-09 Johan Medrano , Abderrahmane Kheddar , Annick Lesne , Sofiane Ramdani

Multivariate kernel density estimations have received much spate of interest. In addition to conventional methods of (non-)classical associated-kernels for (un)bounded densities and bandwidth selections, the multiple extended-beta kernel…

Statistics Theory · Mathematics 2025-02-11 Sobom M. Somé , Célestin C. Kokonendji , Francial G. B. Libengué Dobélé-Kpoka

The aim of this article is to propose a novel kernel estimator of the baseline function in a general high-dimensional Cox model, for which we derive non-asymptotic rates of convergence. To construct our estimator, we first estimate the…

Applications · Statistics 2015-07-07 Agathe Guilloux , Sarah Lemler , Marie-Luce Taupin

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference…

Machine Learning · Statistics 2016-02-26 Krikamol Muandet , Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Bernhard Schölkopf

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton
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