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A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

We investigate the issue of bandwidth estimation in a nonparametric functional regression model with function-valued, continuous real-valued and discrete-valued regressors under the framework of unknown error density. Extending from the…

Methodology · Statistics 2016-06-20 Han Lin Shang

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

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

Methodology · Statistics 2020-01-09 Xianzheng Huang , Haiming Zhou

A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…

Methodology · Statistics 2015-08-10 Yoichi Arai , Hidehiko Ichimura

We consider the problem of encoding a finite set of vectors into a small number of bits while approximately retaining information on the angular distances between the vectors. By deriving improved variance bounds related to binary Gaussian…

Information Theory · Computer Science 2017-12-27 Sjoerd Dirksen , Alexander Stollenwerk

In this article we perform an asymptotic analysis of Bayesian parallel kernel density estimators introduced by Neiswanger, Wang and Xing (2014). We derive the asymptotic expansion of the mean integrated squared error for the full data…

Statistics Theory · Mathematics 2020-11-09 Alexey Miroshnikov , Evgeny Savelev

We study query time bounds for the fundamental problem of estimating the kernel mean $\frac1{|X|}\sum_{x\in X}\mathbf{k}(x,y)$ of a query $y$ in a finite dataset $X\subset\mathbb{R}^d$ up to a prescribed additive error $\varepsilon$. The…

Data Structures and Algorithms · Computer Science 2026-05-05 Tal Wagner

In the context of estimating local modes of a conditional density based on kernel density estimators, we show that existing bandwidth selection methods developed for kernel density estimation are unsuitable for mode estimation. We propose…

Computation · Statistics 2017-11-02 Haiming Zhou , Xianzheng Huang

We discuss and compare various approaches to the problem of bandwidth selection for kernel estimators of intensity functions of spatial point processes. We also propose a new method based on the Campbell formula applied to the reciprocal…

Methodology · Statistics 2016-12-01 O. Cronie , M. N. M. van Lieshout

This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error term, allows for heteroskedastic errors, and permits endogenous…

Econometrics · Economics 2025-07-15 Fu Ouyang , Thomas Tao Yang

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

Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…

Methodology · Statistics 2014-07-30 James P. Long , Noureddine El Karoui , John A. Rice

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and…

Methodology · Statistics 2025-03-24 Hyunwoo Lee , Young Woong Park

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

This paper introduces a novel density estimator supported on $d$-dimensional half-spaces. It stands out as the first asymmetric kernel density estimator for half-spaces in the literature. Using the multivariate inverse Gaussian (MIG)…

Statistics Theory · Mathematics 2026-03-09 Léo R. Belzile , Alain Desgagné , Christian Genest , Frédéric Ouimet

It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point, where their curvatures have the same…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Kee-Hoon Kang

This paper studies Kernel Density Estimation for a high-dimensional distribution $\rho(x)$. Traditional approaches have focused on the limit of large number of data points $n$ and fixed dimension $d$. We analyze instead the regime where…

Machine Learning · Computer Science 2024-10-21 Giulio Biroli , Marc Mézard

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis