Related papers: Density Estimation Using the Sinc Kernel

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…

Local polynomial regression of order at least one often performs poorly in regions of sparse data. Local constant regression is exceptional in this regard, though it is the least accurate method in general, especially at the boundaries of…

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which…

Consider the semiparametric transformation model $\Lambda_{\theta_o}(Y)=m(X)+\epsilon$, where $\theta_o$ is an unknown finite dimensional parameter, the functions $\Lambda_{\theta_o}$ and $m$ are smooth, $\epsilon$ is independent of $X$,…

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

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…

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a…

Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to…

We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it…

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

We consider the problem of estimation of a bivariate density function with support $\Re\times[0,\infty)$, where a classical bivariate kernel estimator causes boundary bias due to the non-negative variable. To overcome this problem, we…

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…

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…

Markov chain Monte Carlo samplers produce dependent streams of variates drawn from the limiting distribution of the Markov chain. With this as motivation, we introduce novel univariate kernel density estimators which are appropriate for the…

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

We show that geometric inference of a point cloud can be calculated by examining its kernel density estimate with a Gaussian kernel. This allows one to consider kernel density estimates, which are robust to spatial noise, subsampling, and…

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…

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

This paper studies the use of kernel density estimation (KDE) for linear algebraic tasks involving the kernel matrix of a collection of $n$ data points in $\mathbb R^d$. In particular, we improve upon existing algorithms for computing the…