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Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud…

Statistics Theory · Mathematics 2014-08-29 Christopher R. Genovese , Marco Perone-Pacifico , Isabella Verdinelli , Larry Wasserman

We construct a family of estimators for a regression function based on a sample following a qdistribution. Our approach is nonparametric, using kernel methods built from operations that leverage the properties of q-calculus. Furthermore,…

Statistics Theory · Mathematics 2025-03-11 Emmanuel De Dieu Nkou , Fridolin Melong

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

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

Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…

Statistics Theory · Mathematics 2022-06-13 Taku Moriyama

We focus on the nonparametric density estimation problem with directional data. We propose a new rule for bandwidth selection for kernel density estimation. Our procedure is automatic, fully data-driven and adaptive to the smoothness degree…

Statistics Theory · Mathematics 2018-08-08 Thanh Mai Pham Ngoc

We consider a nonparametric regression model $Y=r(X)+\varepsilon$ with a random covariate $X$ that is independent of the error $\varepsilon$. Then the density of the response $Y$ is a convolution of the densities of $\varepsilon$ and…

Statistics Theory · Mathematics 2013-12-18 Anton Schick , Wolfgang Wefelmeyer

Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…

Statistics Theory · Mathematics 2009-09-29 Anton Schick , Wolfgang Wefelmeyer

Estimating the ratio of two probability densities from finitely many samples, is a central task in machine learning and statistics. In this work, we show that a large class of kernel methods for density ratio estimation suffers from error…

Machine Learning · Computer Science 2024-06-04 Lukas Gruber , Markus Holzleitner , Johannes Lehner , Sepp Hochreiter , Werner Zellinger

Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives…

Statistics Theory · Mathematics 2022-03-04 José E. Chacón , Tarn Duong

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

Machine Learning · Statistics 2011-08-15 Ferenc Huszár , Simon Lacoste-Julien

We use a support vector regressor based on a projected quantum kernel method to predict the density structure of 1D fermionic systems of interest in quantum chemistry and quantum matter. The kernel is built on with the observables of a…

Quantum Physics · Physics 2025-09-01 Francesco Perciavalle , Francesco Plastina , Michele Pisarra , Nicola Lo Gullo

We introduce a new deal of kernel density estimation using an exponentiated form of kernel density estimators. The density estimator has two hyperparameters flexibly controlling the smoothness of the resulting density. We tune them in a…

We survey classical kernel methods for providing nonparametric solutions to problems involving measurement error. In particular we outline kernel-based methodology in this setting, and discuss its basic properties. Then we point to close…

Methodology · Statistics 2010-03-02 Aurore Delaigle , Peter Hall

We establish sufficient conditions for the asymptotic normality of kernel density estimators, applied to causal linear random fields. Our conditions on the coefficients of linear random fields are weaker than known results, although our…

Statistics Theory · Mathematics 2012-01-04 Yizao Wang , Michael Woodroofe

This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automatic, but does not require pre-binning or any other…

Econometrics · Economics 2019-06-11 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda