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We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

Much evidence from biological theory and empirical data indicates that, gene tree, phylogenetic trees reconstructed from different genes (loci), do not have to have exactly the same tree topologies. Such incongruence between gene trees…

Populations and Evolution · Quantitative Biology 2023-07-13 Ruriko Yoshida , David Barnhill , Keiji Miura , Daniel Howe

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

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

A new method of bandwidth selection for kernel density estimators is proposed. The method, termed indirect cross-validation, or ICV, makes use of so-called selection kernels. Least squares cross-validation (LSCV) is used to select the…

Methodology · Statistics 2008-12-02 Olga Y. Savchuk , Jeffrey D. Hart , Simon J. Sheather

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

Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimation optimality for any input…

Computation · Statistics 2011-02-15 Dongryeol Lee , Alexander G. Gray , Andrew W. Moore

We propose a flexible method for estimating luminosity functions (LFs) based on kernel density estimation (KDE), the most popular nonparametric density estimation approach developed in modern statistics, to overcome issues surrounding…

Methodology · Statistics 2020-05-01 Zunli Yuan , Matt J. Jarvis , Jiancheng Wang

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

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

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

Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…

Databases · Computer Science 2025-01-14 Yu Shao , Peng Cheng , Xiang Lian , Lei Chen , Wangze Ni , Xuemin Lin , Chen Zhang , Liping Wang

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

Markov Chain Monte Carlo approach is frequently used within Bayesian framework to sample the target posterior distribution. Its efficiency strongly depends on the proposal used to build the chain. The best jump proposal is the one that…

Instrumentation and Methods for Astrophysics · Physics 2023-02-01 Mikel Falxa , Stanislav Babak , Maude Le Jeune

The performance of multivariate kernel density estimation (KDE) depends strongly on the choice of bandwidth matrix. The high computational cost required for its estimation provides a big motivation to develop fast and accurate methods. One…

Computation · Statistics 2016-05-13 Artur Gramacki , Jarosław Gramacki

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

Kernel Density Estimation (KDE) is a cornerstone of nonparametric statistics, yet it remains sensitive to bandwidth choice, boundary bias, and computational inefficiency. This study revisits KDE through a principled convolutional framework,…

Methodology · Statistics 2025-10-24 Nicholas Tenkorang , Kwesi Appau Ohene-Obeng , Xiaogang Su

Phylogenetic trees are key data objects in biology, and the method of phylogenetic reconstruction has been highly developed. The space of phylogenetic trees is a nonpositively curved metric space. Recently, statistical methods to analyze…

Methodology · Statistics 2022-11-23 Yuki Takazawa , Tomonari Sei

Conditional density estimation (CDE) goes beyond regression by modeling the full conditional distribution, providing a richer understanding of the data than just the conditional mean in regression. This makes CDE particularly useful in…

Machine Learning · Computer Science 2024-10-16 Lincen Yang , Matthijs van Leeuwen

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
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