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Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…

Statistics Theory · Mathematics 2019-01-11 Jian Shi , Jiahui Yu , Anna Liu , Yuedong Wang

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…

Machine Learning · Computer Science 2025-06-24 Elliot L. Epstein , Rajat Dwaraknath , Thanawat Sornwanee , John Winnicki , Jerry Weihong Liu

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Jaehyeok Shin , Alessandro Rinaldo , Larry Wasserman

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

This paper introduces an efficient multi-linear nonparametric (kernel-based) approximation framework for data regression and imputation, and its application to dynamic magnetic-resonance imaging (dMRI). Data features are assumed to reside…

Signal Processing · Electrical Eng. & Systems 2023-04-07 Duc Thien Nguyen , Konstantinos Slavakis

We derive symmetric and antisymmetric kernels by symmetrizing and antisymmetrizing conventional kernels and analyze their properties. In particular, we compute the feature space dimensions of the resulting polynomial kernels, prove that the…

Quantum Physics · Physics 2021-12-14 Stefan Klus , Patrick Gelß , Feliks Nüske , Frank Noé

In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods…

Machine Learning · Statistics 2011-04-13 Robert Hable

Most studies for negatively associated (NA) random variables consider the complete-data situation, which is actually a relatively ideal condition in practice. The paper relaxes this condition to the incomplete-data setting and considers…

Statistics Theory · Mathematics 2023-02-02 Jianhua Shi , Jiansen Xu , Jinfeng Xu

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Statistics Theory · Mathematics 2018-09-17 Fangzheng Xie , Yanxun Xu

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

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Methodology · Statistics 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and…

Statistics Theory · Mathematics 2010-10-21 Weidong Liu , Wei Biao Wu

For the purpose of maximum likelihood estimation of static parameters, we apply a kernel smoother to the particles in the standard SIR filter for non-linear state space models with additive Gaussian observation noise. This reduces the Monte…

Computation · Statistics 2015-05-07 Tore Selland Kleppe , Hans Julius Skaug

We propose a goodness-of-fit measure for probability densities modeling observations with varying dimensionality, such as text documents of differing lengths or variable-length sequences. The proposed measure is an instance of the kernel…

Machine Learning · Statistics 2023-07-14 Jerome Baum , Heishiro Kanagawa , Arthur Gretton

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannon's entropy. As a consequence, an asymptotic 100% confidence interval of entropy is…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Issam Elhattab

Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…

Machine Learning · Statistics 2022-06-03 Jingyi Zhang , Cheng Meng , Jun Yu , Mengrui Zhang , Wenxuan Zhong , Ping Ma

We consider the problem of clustering a sample of probability distributions from a random distribution on $\mathbb R^p$. Our proposed partitioning method makes use of a symmetric, positive-definite kernel $k$ and its associated reproducing…

Machine Learning · Statistics 2025-09-23 Amparo Baíllo , Jose R. Berrendero , Martín Sánchez-Signorini