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Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

Methodology · Statistics 2025-12-10 Léo R. Belzile , Christian Genest , Frédéric Ouimet , Donald Richards

We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…

Machine Learning · Computer Science 2025-06-24 Elliot L. Epstein , Rajat Dwaraknath , Thanawat Sornwanee , John Winnicki , Jerry Weihong Liu

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

Noise is a major concern for Particle-In-Cell (PIC) simulations. We propose a new theoretical and algorithmic framework to evaluate and reduce the noise level for PIC simulations based on the Kernel Density Estimation (KDE) theory, which…

Computational Physics · Physics 2018-11-14 Wentao Wu , Hong Qin

Real-time density estimation is ubiquitous in many applications, including computer vision and signal processing. Kernel density estimation is arguably one of the most commonly used density estimation techniques, and the use of "sliding…

Machine Learning · Statistics 2023-11-13 Yinsong Wang , Yu Ding , Shahin Shahrampour

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

This tutorial provides a gentle introduction to kernel density estimation (KDE) and recent advances regarding confidence bands and geometric/topological features. We begin with a discussion of basic properties of KDE: the convergence rate…

Methodology · Statistics 2017-09-13 Yen-Chi Chen

This paper introduces a novel kernel density estimator (KDE) based on the generalised exponential (GE) distribution, designed specifically for positive continuous data. The proposed GE KDE offers a mathematically tractable form that avoids…

Methodology · Statistics 2026-02-18 Laura M. Craig , Wagner Barreto-Souza

While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…

Machine Learning · Statistics 2014-11-18 Robert A. Vandermeulen , Clayton D. Scott

The reconstruction of smooth density fields from scattered data points is a procedure that has multiple applications in a variety of disciplines, including Lagrangian (particle-based) models of solute transport in fluids. In random walk…

Computational Physics · Physics 2019-09-04 Guillem Sole-Mari , Diogo Bolster , Daniel Fernàndez-Garcia , Xavier Sanchez-Vila

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Machine Learning · Statistics 2011-09-07 JooSeuk Kim , Clayton D. Scott

A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…

Consistency of the kernel density estimator requires that the kernel bandwidth tends to zero as the sample size grows. In this paper we investigate the question of whether consistency is possible when the bandwidth is fixed, if we consider…

Machine Learning · Statistics 2017-05-30 Efrén Cruz Cortés , Clayton Scott

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

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

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which…

Methodology · Statistics 2024-01-09 Johan Medrano , Abderrahmane Kheddar , Annick Lesne , Sofiane Ramdani

Many real-world applications generate continuous data streams for regression. Hoeffding trees and their variants have a long-standing tradition due to their effectiveness, either alone or as base models in broader ensembles. Recent…

Machine Learning · Computer Science 2026-03-06 Pantia-Marina Alchirch , Dimitrios I. Diochnos

Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…

Machine Learning · Computer Science 2021-10-26 Firuz Kamalov , Ashraf Elnagar
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