Related papers: Locally parametric nonparametric density estimatio…
Maximum likelihood estimators are proposed for the parameters and the densities in a semiparametric density ratio model in which the nonparametric baseline density is approximated by the Bernstein polynomial model. The EM algorithm is used…
Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see…
The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implications of incorporating a…
Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…
We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…
In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…
This paper is concerned with forecasting probability density functions. Density functions are nonnegative and have a constrained integral; thus, they do not constitute a vector space. Implementing unconstrained functional time-series…
We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…
Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to…
Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…
A novel nonparametric clustering algorithm is proposed using the interpoint distances between the members of the data to reveal the inherent clustering structure existing in the given set of data, where we apply the classical nonparametric…
The nonparametric formulation of density-based clustering, known as modal clustering, draws a correspondence between groups and the attraction domains of the modes of the density function underlying the data. Its probabilistic foundation…
The Non-Local Means (NLM) image denoising algorithm pushed the limits of denoising. But it introduced a new paradigm, according to which one could capture the similarity of images with the NLM weights. We show that, contrary to the…
We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…
Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are…
This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…
We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…
For supervised classification problems, this paper considers estimating the query's label probability through local regression using observed covariates. Well-known nonparametric kernel smoother and $k$-nearest neighbor ($k$-NN) estimator,…
In the mean-median-mode triad of univariate centrality measures, the mode has been overlooked for estimating the center of symmetry in continuous and unimodal settings. This paper expands on the connection between kernel mode estimators and…
We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences…