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In this note we provide a simple approximation theory motivation for the circular kernel density estimation and further explore the usefulness of the wrapped Cauchy kernel in this context. It is seen that the wrapped Cauchy kernel appears…

Statistics Theory · Mathematics 2016-01-20 Yogendra P. Chaubey

A new data-based smoothing parameter for circular kernel density (and its derivatives) estimation is proposed. Following the plug-in ideas, unknown quantities on an optimal smoothing parameter are replaced by suitable estimates. This paper…

Computation · Statistics 2022-11-21 Jose Ameijeiras-Alonso

Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…

Statistics Theory · Mathematics 2025-05-30 Jack Kendrick

Under the frequency domain framework for weakly dependent functional time series, a key element is the spectral density kernel which encapsulates the second-order dynamics of the process. We propose a class of spectral density kernel…

Statistics Theory · Mathematics 2018-12-11 Tingyi Zhu , Dimitris N. Politis

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

This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…

Computation · Statistics 2019-11-12 David P. Hofmeyr

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

Spherical radial-basis-based kernel interpolation abounds in image sciences including geophysical image reconstruction, climate trends description and image rendering due to its excellent spatial localization property and perfect…

Machine Learning · Computer Science 2024-01-17 Xiaotong Liu , Jinxin Wang , Di Wang , Shao-Bo Lin

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

Copula modelling has become ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric density estimator, the kernel estimator is not suitable…

Methodology · Statistics 2014-04-18 Gery Geenens , Arthur Charpentier , Davy Paindaveine

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Data Analysis, Statistics and Probability · Physics 2012-09-19 N. D. Gagunashvili , M. Schmelling

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

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

Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…

Statistics Theory · Mathematics 2012-06-14 Judson B. Locke , Adrian M. Peter

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

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

Density estimation is a fundamental task in statistics and machine learning applications. Kernel density estimation is a powerful tool for non-parametric density estimation in low dimensions; however, its performance is poor in higher…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Fabio A. González

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

Instrumentation and Methods for Astrophysics · Physics 2014-01-08 F. Elsner , B. D. Wandelt

Nonparametric estimation of copula density functions using kernel estimators presents significant challenges. One issue is the potential unboundedness of certain copula density functions at the corners of the unit square. Another is the…

Methodology · Statistics 2025-02-11 Mathias N. Muia , Olivia Atutey , Mahmud Hasan
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