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We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…

Machine Learning · Statistics 2026-03-27 Andrea Della Vecchia , Damir Filipovic , Paul Schneider

Kernel density estimators with circular data have been studied extensively for decades, as they allow flexible estimations even when the shape of the underlying density is complex. Many recent studies have examined bias correction methods;…

Methodology · Statistics 2026-03-03 Yasuhito Tsuruta

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

Spherical radial-basis-based kernel interpolation abounds in image sciences including geophysical image reconstruction, climate trends description and image rendering due to its excellent spatial localization property and perfect…

Machine Learning · Computer Science 2024-01-17 Xiaotong Liu , Jinxin Wang , Di Wang , Shao-Bo Lin

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

We propose a novel active learning strategy for regression, which is model-agnostic, robust against model mismatch, and interpretable. Assuming that a small number of initial samples are available, we derive the optimal training density…

Machine Learning · Computer Science 2021-07-27 Danny Panknin , Klaus Robert Müller , Shinichi Nakajima

Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…

Computation · Statistics 2025-12-17 Clémentine Chazal , Heishiro Kanagawa , Zheyang Shen , Anna Korba , Chris. J. Oates

Nonparametric methods play a central role in modern empirical work. While they provide inference procedures that are more robust to parametric misspecification bias, they may be quite sensitive to tuning parameter choices. We study the…

Statistics Theory · Mathematics 2018-07-27 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

Despite the widely recognized success of residual connections in modern neural networks, their design principles remain largely heuristic. This paper introduces KITINet (Kinetics Theory Inspired Network), a novel architecture that…

Machine Learning · Computer Science 2025-05-26 Mingquan Feng , Yifan Fu , Tongcheng Zhang , Yu Jiang , Yixin Huang , Junchi Yan

We present xokde++, a state-of-the-art online kernel density estimation approach that maintains Gaussian mixture models input data streams. The approach follows state-of-the-art work on online density estimation, but was redesigned with…

Machine Learning · Computer Science 2016-06-10 Jaime Ferreira , David Martins de Matos , Ricardo Ribeiro

We present ScaleFree, a GPU-accelerated adaptive Kernel Density Estimation (KDE) algorithm for scalable, interactive multiscale point cloud exploration. With this technique, we cater to the massive datasets and complex multiscale structures…

Human-Computer Interaction · Computer Science 2026-02-02 Lixiang Zhao , Fuqi Xie , Tobias Isenberg , Hai-Ning Liang , Lingyun Yu

We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it…

Machine Learning · Statistics 2021-11-02 Ingo Steinwart , Bharath K. Sriperumbudur , Philipp Thomann

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…

Methodology · Statistics 2008-01-18 Bert van Es , Shota Gugushvili

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Frequent significant deviations of the observed magnitude distribution of anthropogenic seismicity from the Gutenberg-Richter relation require alternative estimation methods for probabilistic seismic hazard assessments. We evaluate five…

Geophysics · Physics 2025-12-22 Francis Tong , Stanisław Lasocki , Beata Orlecka-Sikora

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

Discrete probability laws underpin statistical modeling, yet the catalog of interpretable distributions has expanded only gradually through centuries of case-by-case mathematical derivations. We introduce symbolic density estimation (SDE),…

Machine Learning · Computer Science 2026-05-25 Ziwen Liu , Meng Li

In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…

Statistics Theory · Mathematics 2011-11-22 J. E. Chacón , J. Montanero , A. G. Nogales