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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

We propose kernel-type smoothed Kolmogorov-Smirnov and Cram\'{e}r-von Mises tests for data on general interval, using bijective transformations. Though not as severe as in the kernel density estimation, utilizing naive kernel method…

Methodology · Statistics 2020-05-29 Rizky Reza Fauzi , Yoshihiko Maesono

For nonparametric inference about a function, multiscale testing procedures resolve the need for bandwidth selection and achieve asymptotically optimal detection performance against a broad range of alternatives. However, critical values…

Statistics Theory · Mathematics 2025-06-06 Johann Köhne , Fabian Mies

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…

Machine Learning · Statistics 2024-11-06 Imen Ayadi , Florent Bouchard , Frédéric Pascal

A complete understanding of heterogeneous treatment effects involves characterizing the full conditional distribution of potential outcomes. To this end, we propose the Conditional Counterfactual Mean Embeddings (CCME), a framework that…

Machine Learning · Statistics 2026-02-05 Thatchanon Anancharoenkij , Donlapark Ponnoprat

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

Counterfactual inference has become a ubiquitous tool in online advertisement, recommendation systems, medical diagnosis, and econometrics. Accurate modeling of outcome distributions associated with different interventions -- known as…

Machine Learning · Statistics 2021-07-13 Krikamol Muandet , Motonobu Kanagawa , Sorawit Saengkyongam , Sanparith Marukatat

High-throughput chromatin conformation capture (Hi-C) data provide insights into the 3D structure of chromosomes, with normalization being a crucial pre-processing step. A common technique for normalization is matrix balancing, which…

Applications · Statistics 2025-06-17 John Park , Ning Hao , Yue Selena Niu , Ming Hu

Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

We provide necessary and sufficient conditions for the uniqueness of the k-means set of a probability distribution. This uniqueness problem is related to the choice of k: depending on the underlying distribution, some values of this…

Statistics Theory · Mathematics 2024-10-18 Javier Cárcamo , Antonio Cuevas , Luis A. Rodríguez

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Statistics Theory · Mathematics 2022-10-18 Zhen Huang , Bodhisattva Sen

In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…

Nuclear Theory · Physics 2011-12-13 M. A. Jafarizadeh , N. Fouladi , H. Sabri , B. Rashidian Maleki

In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…

Statistics Theory · Mathematics 2020-07-01 Pierre Humbert , Batiste Le Bars , Ludovic Minvielle , Nicolas Vayatis

In this paper, we propose a new spectral-based approach to hypothesis testing for populations of networks. The primary goal is to develop a test to determine whether two given samples of networks come from the same random model or…

Methodology · Statistics 2020-11-26 Li Chen , Nathaniel Josephs , Lizhen Lin , Jie Zhou , Eric D. Kolaczyk

We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…

Statistics Theory · Mathematics 2019-08-19 James A. Duffy

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…

Machine Learning · Computer Science 2021-10-26 Firuz Kamalov , Ashraf Elnagar

We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…

Statistics Theory · Mathematics 2014-06-13 Samuel Maistre , Pascal Lavergne , Valentin Patilea
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