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Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

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

With the rise of the Internet of Things, strategies for effectively processing big data are essential for discovering meaningul insights. The time series datasets produced by groups of interconnected devices contain valuable underlying…

Signal Processing · Electrical Eng. & Systems 2022-10-04 Turner Richmond , Namita Lokare , Qian Ge , Edgar Lobaton

Predictive hotspot mapping plays a critical role in hotspot policing. Existing methods such as the popular kernel density estimation (KDE) do not consider the temporal dimension of crime. Building upon recent works in related fields, this…

Applications · Statistics 2020-06-02 Yujie Hu , Fahui Wang , Cecile Guin , Haojie Zhu

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 propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Machine Learning · Statistics 2011-09-07 JooSeuk Kim , Clayton D. Scott

Kernel Density Estimation (KDE) is a nonparametric method for estimating the shape of a density function, given a set of samples from the distribution. Recently, locality-sensitive hashing, originally proposed as a tool for nearest neighbor…

Data Structures and Algorithms · Computer Science 2022-03-02 Matti Karppa , Martin Aumüller , Rasmus Pagh

Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimation optimality for any input…

Computation · Statistics 2011-02-15 Dongryeol Lee , Alexander G. Gray , Andrew W. Moore

In this paper we develop a kernel density estimation (KDE) approach to modeling and forecasting recurrent trajectories on a compact manifold. For the purposes of this paper, a trajectory is a sequence of coordinates in a phase space defined…

Machine Learning · Computer Science 2019-11-06 Trevor K. Karn , Steven Petrone , Christopher Griffin

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

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

Machine Learning · Computer Science 2022-02-28 Georgii S. Novikov , Maxim E. Panov , Ivan V. Oseledets

Kernel density estimation (KDE) stands out as a challenging task in machine learning. The problem is defined in the following way: given a kernel function $f(x,y)$ and a set of points $\{x_1, x_2, \cdots, x_n \} \subset \mathbb{R}^d$, we…

Machine Learning · Computer Science 2024-02-15 Jiehao Liang , Zhao Song , Zhaozhuo Xu , Junze Yin , Danyang Zhuo

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh

We present a model for generating probabilistic forecasts by combining kernel density estimation (KDE) and quantile regression techniques, as part of the probabilistic load forecasting track of the Global Energy Forecasting Competition…

Applications · Statistics 2016-10-18 Stephen Haben , Georgios Giasemidis

We introduce \emph{topological density estimation} (TDE), in which the multimodal structure of a probability density function is topologically inferred and subsequently used to perform bandwidth selection for kernel density estimation. We…

Methodology · Statistics 2022-03-10 Steve Huntsman

In this paper we introduce an efficient method to unwrap multi-frequency phase estimates for time-of-flight ranging. The algorithm generates multiple depth hypotheses and uses a spatial kernel density estimate (KDE) to rank them. The…

Computer Vision and Pattern Recognition · Computer Science 2016-08-19 Felix Järemo Lawin , Per-Erik Forssén , Hannes Ovrén

Neural networks have been widely used as predictive models to fit data distribution, and they could be implemented through learning a collection of samples. In many applications, however, the given dataset may contain noisy samples or…

Neural and Evolutionary Computing · Computer Science 2017-05-30 Dianhui Wang , Ming Li

Many real-world applications generate continuous data streams for regression. Hoeffding trees and their variants have a long-standing tradition due to their effectiveness, either alone or as base models in broader ensembles. Recent…

Machine Learning · Computer Science 2026-03-06 Pantia-Marina Alchirch , Dimitrios I. Diochnos

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 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

We propose a flexible method for estimating luminosity functions (LFs) based on kernel density estimation (KDE), the most popular nonparametric density estimation approach developed in modern statistics, to overcome issues surrounding…

Methodology · Statistics 2020-05-01 Zunli Yuan , Matt J. Jarvis , Jiancheng Wang
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