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There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…

Methodology · Statistics 2026-02-17 Nils Lid Hjort

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection…

Statistics Theory · Mathematics 2018-03-20 Ansgar Steland

Sum-product networks (SPNs) are flexible density estimators and have received significant attention due to their attractive inference properties. While parameter learning in SPNs is well developed, structure learning leaves something to be…

Machine Learning · Computer Science 2019-11-05 Martin Trapp , Robert Peharz , Hong Ge , Franz Pernkopf , Zoubin Ghahramani

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

A new plug-in rule procedure for bandwidth selection in kernel circular density estimation is introduced. The performance of this proposal is checked throughout a simulation study considering a variety of circular distributions exhibiting…

Methodology · Statistics 2012-02-29 M. Oliveira , R. M. Crujeiras , A. Rodríguez-Casal

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

We introduce semiparametric Bayesian networks that combine parametric and nonparametric conditional probability distributions. Their aim is to incorporate the advantages of both components: the bounded complexity of parametric models and…

Machine Learning · Computer Science 2021-09-08 David Atienza , Concha Bielza , Pedro Larrañaga

Kernel estimation techniques, such as mean shift, suffer from one major drawback: the kernel bandwidth selection. The bandwidth can be fixed for all the data set or can vary at each points. Automatic bandwidth selection becomes a real…

Computer Vision and Pattern Recognition · Computer Science 2011-11-10 Aurelie Bugeau , Patrick Pérez

It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point, where their curvatures have the same…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Kee-Hoon Kang

This paper presents an intuitive application of multivariate kernel density estimation (KDE) for data correction. The method utilizes the expected value of the conditional probability density function (PDF) and a credible interval to…

Applications · Statistics 2025-09-19 Hai Bui , Mostafa Bakhoday-Paskyabi

For a larger set of predictions of several differently trained machine learning models, known as bagging predictors, the mean of all predictions is taken by default. Nevertheless, this proceeding can deviate from the actual ground truth in…

Machine Learning · Computer Science 2026-04-07 Philipp Seitz , Jan Schmitt , Andreas Schiffler

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

In this paper, we deal with the data-driven selection of multidimensional and possibly anisotropic bandwidths in the general framework of kernel empirical risk minimization. We propose a universal selection rule, which leads to optimal…

Statistics Theory · Mathematics 2016-08-11 Michaël Chichignoud , Sébastien Loustau

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry

Length-biased data are a particular case of weighted data, which arise in many situations: biomedicine, quality control or epidemiology among others. In this paper we study the theoretical properties of kernel density estimation in the…

This paper presents a Bayesian sampling approach to bandwidth estimation for the local linear estimator of the regression function in a nonparametric regression model. In the Bayesian sampling approach, the error density is approximated by…

Methodology · Statistics 2020-11-10 Han Lin Shang , Xibin Zhang

New bandwidth selectors for kernel density estimation with directional data are presented in this work. These selectors are based on asymptotic and exact error expressions for the kernel density estimator combined with mixtures of von Mises…

Methodology · Statistics 2020-09-22 Eduardo García-Portugués

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

Kernel Density Estimation (KDE) is a cornerstone of nonparametric statistics, yet it remains sensitive to bandwidth choice, boundary bias, and computational inefficiency. This study revisits KDE through a principled convolutional framework,…

Methodology · Statistics 2025-10-24 Nicholas Tenkorang , Kwesi Appau Ohene-Obeng , Xiaogang Su
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