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In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available--a commonly encountered situation in many disciplines.…

Statistics Theory · Mathematics 2007-06-13 Ian L. Dryden

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…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

Obtaining general relations between macroscopic properties of random assemblies, such as density, and the microscopic properties of their constituent particles, such as shape, is a foundational challenge in the study of amorphous materials.…

Soft Condensed Matter · Physics 2016-05-05 Yoav Kallus

Recent years have seen an increased interest in the application of methods and techniques commonly associated with machine learning and artificial intelligence to spatial statistics. Here, in a celebration of the ten-year anniversary of the…

Methodology · Statistics 2022-01-25 Tin Lok James Ng , Andrew Zammit-Mangion

We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…

Statistics Theory · Mathematics 2016-03-31 Mathieu Sart

New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. The…

Data Structures and Algorithms · Computer Science 2009-10-09 Wei-Mei Chen , Hsien-Kuei Hwang , Tsung-Hsi Tsai

We consider the common problem setting of an elastic sphere impacting on a flexible beam. In contrast to previous studies, we analyze the modal energy distribution induced by the impact, having in mind the particular application of impact…

Systems and Control · Electrical Eng. & Systems 2022-07-05 Felix Gehr , Timo Theurich , Carlo Monjaraz-Tec , Johann Gross , Stefan Schwarz , Andreas Hartung , Malte Krack

This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…

Methodology · Statistics 2016-07-14 Vitaliy Oryshchenko

We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…

Methodology · Statistics 2017-12-14 Sutanoy Dasgupta , Debdeep Pati , Anuj Srivastava

The estimation of a density profile from experimental data points is a challenging problem, usually tackled by plotting a histogram. Prior assumptions on the nature of the density, from its smoothness to the specification of its form, allow…

Methodology · Statistics 2015-03-13 Alberto Bernacchia , Simone Pigolotti

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…

Methodology · Statistics 2023-09-19 Archer Gong Zhang , Jiahua Chen

In the study of quantum limits to parameter estimation, the high dimensionality of the density operator and that of the unknown parameters have long been two of the most difficult challenges. Here we propose a theory of quantum…

Quantum Physics · Physics 2020-08-05 Mankei Tsang , Francesco Albarelli , Animesh Datta

Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would necessarily face in this situation.…

Methodology · Statistics 2013-03-19 Gery Geenens

We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…

Machine Learning · Computer Science 2023-10-31 Alessio Mazzetto , Eli Upfal

Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

Data Analysis, Statistics and Probability · Physics 2015-02-27 Anton Poluektov

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

We introduce a fast, high-precision algorithm for calculating intersections between great circle arcs and lines of constant latitude on the unit sphere. We first propose a simplified intersection point formula with improved speed and…

Numerical Analysis · Mathematics 2025-10-14 Hongyu Chen , Paul A. Ullrich , Julian Panetta

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis