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We develop an efficient estimation procedure for identifying and estimating the central subspace. Using a new way of parameterization, we convert the problem of identifying the central subspace to the problem of estimating a finite…

Statistics Theory · Mathematics 2013-04-03 Yanyuan Ma , Liping Zhu

We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…

Probability · Mathematics 2019-02-12 G. Cleanthous , A. Georgiadis , G. Kerkyacharian , P. Petrushev , D. Picard

Density Estimation is one of the central areas of statistics whose purpose is to estimate the probability density function underlying the observed data. It serves as a building block for many tasks in statistical inference, visualization,…

Machine Learning · Statistics 2019-04-02 Zhipeng Wang , David W. Scott

Probability mass curves the data space with horizons. Let f be a multivariate probability density function with continuous second order partial derivatives. Consider the problem of estimating the true value of f(z) > 0 at a single point z,…

Data Analysis, Statistics and Probability · Physics 2009-11-06 Carlos C. Rodriguez

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Methodology · Statistics 2016-10-10 Adelchi Azzalini

In this paper, we provide $R$-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\R^k$. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric…

Applications · Statistics 2012-03-28 Christophe Ley , Yvik Swan , Baba Thiam , Thomas Verdebout

Coresets have emerged as a powerful tool to summarize data by selecting a small subset of the original observations while retaining most of its information. This approach has led to significant computational speedups but the performance of…

Statistics Theory · Mathematics 2020-12-10 Paxton Turner , Jingbo Liu , Philippe Rigollet

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

Let Delta be a random spherical triangle (meaning that vertices are independent and uniform on the unit sphere). A closed-form expression for the area density of Delta has been known since 1867; a complicated integral expression for the…

Probability · Mathematics 2015-12-22 Steven R. Finch , Antonia J. Jones

While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…

Methodology · Statistics 2018-04-05 Sutanoy Dasgupta , Debdeep Pati , Ian H. Jermyn , Anuj Srivastava

We consider the problem of non-parametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We first construct a density estimator using the beta-moments. We then…

Statistics Theory · Mathematics 2018-06-18 Antoine Havet , Matthieu Lerasle , Éric Moulines

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda

We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…

Methodology · Statistics 2025-10-07 Christopher J. Geoga , Paul G. Beckman

We investigate the optimal configurations of n points on the unit sphere for a class of potential functions. In particular, we characterize these optimal configurations in terms of their approximation properties within frame theory.…

Functional Analysis · Mathematics 2017-09-04 Martin Ehler , Kasso A. Okoudjou

How to distribute a set of points uniformly on a spherical surface is a very old problem that still lacks a definite answer. In this work, we introduce a physical measure of uniformity based on the distribution of distances between points,…

Statistical Mechanics · Physics 2025-01-09 Luca Maria Del Bono , Flavio Nicoletti , Federico Ricci-Tersenghi

Density estimation is a crucial component of many machine learning methods, and manifold learning in particular, where geometry is to be constructed from data alone. A significant practical limitation of the current density estimation…

Classical Analysis and ODEs · Mathematics 2016-01-06 Tyrus Berry , Timothy Sauer

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…

Methodology · Statistics 2012-06-26 Michael P. Holmes , Alexander G. Gray , Charles Lee Isbell

This work is concerned with the study of asymptotic properties of nonparametric density estimates in the framework of circular data. The estimation procedure here applied is based on wavelet thresholding methods: the wavelets used are the…

Statistics Theory · Mathematics 2016-03-16 Claudio Durastanti

We derive optimal filters on the sphere in the context of detecting compact objects embedded in a stochastic background process. The matched filter and the scale adaptive filter are derived on the sphere in the most general setting,…

Astrophysics · Physics 2011-10-28 J. D. McEwen , M. P. Hobson , A. N. Lasenby

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier