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Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

Methodology · Statistics 2025-12-10 Léo R. Belzile , Christian Genest , Frédéric Ouimet , Donald Richards

Multivariate kernel density estimations have received much spate of interest. In addition to conventional methods of (non-)classical associated-kernels for (un)bounded densities and bandwidth selections, the multiple extended-beta kernel…

Statistics Theory · Mathematics 2025-02-11 Sobom M. Somé , Célestin C. Kokonendji , Francial G. B. Libengué Dobélé-Kpoka

This work proposes a framework LGKDE that learns kernel density estimation for graphs. The key challenge in graph density estimation lies in effectively capturing both structural patterns and semantic variations while maintaining…

Machine Learning · Computer Science 2026-05-27 Xudong Wang , Ziheng Sun , Chris Ding , Jicong Fan

Kernel density estimation (KDE) stands out as a challenging task in machine learning. The problem is defined in the following way: given a kernel function $f(x,y)$ and a set of points $\{x_1, x_2, \cdots, x_n \} \subset \mathbb{R}^d$, we…

Machine Learning · Computer Science 2024-02-15 Jiehao Liang , Zhao Song , Zhaozhuo Xu , Junze Yin , Danyang Zhuo

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

We study efficient mechanisms for differentially private kernel density estimation (DP-KDE). Prior work for the Gaussian kernel described algorithms that run in time exponential in the number of dimensions $d$. This paper breaks the…

Data Structures and Algorithms · Computer Science 2023-07-06 Tal Wagner , Yonatan Naamad , Nina Mishra

In many settings it is critical to accurately model the extreme tail behaviour of a random process. Non-parametric density estimation methods are commonly implemented as exploratory data analysis techniques for this purpose as they possess…

Methodology · Statistics 2022-03-04 Boris Beranger , Tarn Duong , Sarah E. Perkins-Kirkpatrick , Scott A. Sisson

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

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

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Jaehyeok Shin , Alessandro Rinaldo , Larry Wasserman

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

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

Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

Methodology · Statistics 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman

This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…

Methodology · Statistics 2022-03-04 Kiheiji Nishida

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

Error entropy is a important nonlinear similarity measure, and it has received increasing attention in many practical applications. The default kernel function of error entropy criterion is Gaussian kernel function, however, which is not…

Signal Processing · Electrical Eng. & Systems 2023-09-06 Jiacheng He , Gang Wang , Bei Peng , Zhenyu Feng , Kun Zhang

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

When analyzing modern machine learning algorithms, we may need to handle kernel density estimation (KDE) with intricate kernels that are not designed by the user and might even be irregular and asymmetric. To handle this emerging challenge,…

Statistics Theory · Mathematics 2021-06-09 Hau-Tieng Wu , Nan Wu

We consider the nonparametric estimation of the univariate heavy tailed probability density function (pdf) with a support on $[0,\infty)$ by independent data. To this end we construct the new kernel estimator as a combination of the…

Probability · Mathematics 2016-04-25 L. Markovich