Related papers: Adaptive Density Estimation Using Projection Kerne…
Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…
Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…
Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…
In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalization of the linear empirical Bayes estimation method which…
Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…
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…
We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…
Estimating probability density and its score from samples remains a core problem in generative modeling, Bayesian inference, and kinetic theory. Existing methods are bifurcated: classical kernel density estimators (KDE) generalize across…
High-dimensional learning problems, where the number of features exceeds the sample size, often require sparse regularization for effective prediction and variable selection. While established for fully supervised data, these techniques…
Average precision (AP) loss has recently shown promising performance on the dense object detection task. However,a deep understanding of how AP loss affects the detector from a pairwise ranking perspective has not yet been developed.In this…
We propose a neural network component, the regional aggregation layer, that makes it possible to train a pixel-level density estimator using only coarse-grained density aggregates, which reflect the number of objects in an image region. Our…
Consider the semiparametric transformation model $\Lambda_{\theta_o}(Y)=m(X)+\epsilon$, where $\theta_o$ is an unknown finite dimensional parameter, the functions $\Lambda_{\theta_o}$ and $m$ are smooth, $\epsilon$ is independent of $X$,…
The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…
A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…
In this paper, we propose a propensity score adapted variable selection procedure to select covariates for inclusion in propensity score models, in order to eliminate confounding bias and improve statistical efficiency in observational…
A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…
This study proposes multivariate kernel density estimation by stagewise minimization algorithm based on $U$-divergence and a simple dictionary. The dictionary consists of an appropriate scalar bandwidth matrix and a part of the original…
We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and…
We define the object detection from imagery problem as estimating a very large but extremely sparse bounding box dependent probability distribution. Subsequently we identify a sparse distribution estimation scheme, Directed Sparse Sampling,…