Related papers: Density estimation via periodic scaled Korobov ker…

We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…

This paper studies the asymptotic properties of and alternative inference methods for kernel density estimation (KDE) for dyadic data. We first establish uniform convergence rates for dyadic KDE. Secondly, we propose a modified jackknife…

In a recent Letter, Baer et al. present a stochastic method for Kohn-Sham density functional theory calculations. Their convergence criterion is the self-averaging total energy per electron, which requires a number of statistical samples…

Most kernel-based methods, such as kernel or Gaussian process regression, kernel PCA, ICA, or $k$-means clustering, do not scale to large datasets, because constructing and storing the kernel matrix $\mathbf{K}_n$ requires at least…

Local polynomial regression (Fan and Gijbels 1996) is an important class of methods for nonparametric density estimation and regression problems. However, straightforward implementation of local polynomial regression has quadratic time…

This paper develops a novel approach to density estimation on a network. We formulate nonparametric density estimation on a network as a nonparametric regression problem by binning. Nonparametric regression using local polynomial…

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…

In this paper, we propose a variable selection method for general nonparametric kernel-based estimation. The proposed method consists of two-stage estimation: (1) construct a consistent estimator of the target function, (2) approximate the…

We introduce an accurate and efficient method for a class of nonlocal potential evaluations with free boundary condition, including the 3D/2D Coulomb, 2D Poisson and 3D dipolar potentials. Our method is based on a Gaussian-sum approximation…

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Many applications of interest involve data that can be analyzed as unit vectors on a d-dimensional sphere. Specific examples include text mining, in particular clustering of documents, biology, astronomy and medicine among others. Previous…

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

The estimation of probability density functions is a fundamental problem in science and engineering. However, common methods such as kernel density estimation (KDE) have been demonstrated to lack robustness, while more complex methods have…

Current tools for multivariate density estimation struggle when the density is concentrated near a nonlinear subspace or manifold. Most approaches require choice of a kernel, with the multivariate Gaussian by far the most commonly used.…

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…

In this paper, for solving large-scale nonlinear equations we propose a nonlinear sampling Kaczmarz-Motzkin (NSKM) method. Based on the local tangential cone condition and the Jensen's inequality, we prove convergence of our method with two…

We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

Density-based clustering algorithms are widely used for discovering clusters in pattern recognition and machine learning since they can deal with non-hyperspherical clusters and are robustness to handle outliers. However, the runtime of…