Related papers: A model-based approach to density estimation in su…
This paper applies the recently axiomatized Optimum Information Principle (minimize the Kullback-Leibler information subject to all relevant information) to nonparametric density estimation, which provides a theoretical foundation as well…
The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…
This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…
We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…
A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…
This paper introduces a framework for uncertainty quantification in regression models defined in metric spaces. Leveraging a newly defined notion of homoscedasticity, we develop a conformal prediction algorithm that offers finite-sample…
We propose a model of a density-dependent compressible-incompressible fluid, which is intended as a simplified version of models based on mixture theory as, for instance, those arising in the study of biofilms, tumor growth and…
In regression with random design, we study the problem of selecting a model that performs well for out-of-sample prediction. We do not assume that any of the candidate models under consideration are correct. Our analysis is based on…
Reconstruction of sets from a random sample of points intimately related to them is the goal of set estimation theory. Within this context, a particular problem is the one related with the reconstruction of density level sets and…
Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of efficiently finding a global optimum of an expensive-to-evaluate black-box function. In general, a…
We deal with the problem of the adaptive estimation of the $\mathbb{L}_2$-norm of a probability density on $\mathbb{R}^d$, $d\geq 1$, from independent observations. The unknown density is assumed to be uniformly bounded and to belong to the…
A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…
The fundamental task of general density estimation $p(x)$ has been of keen interest to machine learning. In this work, we attempt to systematically characterize methods for density estimation. Broadly speaking, most of the existing methods…
Mean density of lower dimensional random closed sets, as well as the mean boundary density of full dimensional random sets, and their estimation are of great interest in many real applications. Only partial results are available so far in…
The aim of this paper is to recover the regression function with sup norm loss. We construct an asymptotically sharp estimator which converges with the spatially dependent rate r\_{n, \mu}(x) = P \big(\log n / (n \mu(x)) \big)^{s / (2s +…
We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We…
We consider the problem of identifying the subset $\mathcal{S}^{\gamma}_{\mathcal{P}}$ of elements in the support of an underlying distribution $\mathcal{P}$ whose probability value is larger than a given threshold $\gamma$, by actively…
In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection of the joint density. A new copula estimator is then…
In this paper we refine the procedure proposed by Lin et al. (2015) to estimate the density at a given quantile based on a resampling method. The approach consists on generating multiple samples of the zero-mean Gaussian variable from which…
This work studies how to estimate the mean-field density of large-scale systems in a distributed manner. Such problems are motivated by the recent swarm control technique that uses mean-field approximations to represent the collective…