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Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review summarizes the most important theoretical aspects of kernel…

Methodology · Statistics 2012-12-13 Adriano Zanin Zambom , Ronaldo Dias

Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…

Methodology · Statistics 2014-07-30 James P. Long , Noureddine El Karoui , John A. Rice

We investigate the inference of varifold structures in a statistical framework: assuming that we have access to i.i.d. samples in $\mathbb{R}^n$ obtained from an underlying $d$--dimensional shape $S$ endowed with a possibly non uniform…

Classical Analysis and ODEs · Mathematics 2026-04-21 Charly Boricaud , Blanche Buet

We derive estimators of the density of the event times of current status data. The estimators are derived for the situations where the distribution of the observation times is known and where this distribution is unknown. The density…

Statistics Theory · Mathematics 2017-07-04 Bert van Es , Catharina Elisabeth Graafland

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

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Probability · Mathematics 2018-12-21 Ruben G. Ascoli

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud…

Statistics Theory · Mathematics 2014-08-29 Christopher R. Genovese , Marco Perone-Pacifico , Isabella Verdinelli , Larry Wasserman

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean…

Methodology · Statistics 2024-11-08 Eduardo García-Portugués , Andrea Meilán-Vila

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

Kernel adaptive filters, a class of adaptive nonlinear time-series models, are known by their ability to learn expressive autoregressive patterns from sequential data. However, for trivial monotonic signals, they struggle to perform…

Machine Learning · Statistics 2017-07-14 Felipe Tobar

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary…

Machine Learning · Statistics 2012-08-22 Peter Kovesarki , Ian C. Brock , A. Elizabeth Nuncio Quiroz

In this work, we propose new objective functions to train deep neural network based density ratio estimators and apply it to a change point detection problem. Existing methods use linear combinations of kernels to approximate the density…

Machine Learning · Computer Science 2019-05-27 Haidar Khan , Lara Marcuse , Bülent Yener

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

Probability density estimation is a classical and well studied problem, but standard density estimation methods have historically lacked the power to model complex and high-dimensional image distributions. More recent generative models…

Machine Learning · Computer Science 2019-02-27 Ryen Krusinga , Sohil Shah , Matthias Zwicker , Tom Goldstein , David Jacobs
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