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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

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

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

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

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

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

Many deep neural networks are built by using stacked convolutional layers of fixed and single size (often 3$\times$3) kernels. This paper describes a method for training the size of convolutional kernels to provide varying size kernels in a…

Computer Vision and Pattern Recognition · Computer Science 2020-09-15 F. Boray Tek , İlker Çam , Deniz Karlı

Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…

Machine Learning · Computer Science 2019-10-04 Tiago Ramalho , Miguel Miranda

Given a set of points $P\subset \mathbb{R}^{d}$ and a kernel $k$, the Kernel Density Estimate at a point $x\in\mathbb{R}^{d}$ is defined as $\mathrm{KDE}_{P}(x)=\frac{1}{|P|}\sum_{y\in P} k(x,y)$. We study the problem of designing a data…

Data Structures and Algorithms · Computer Science 2018-09-03 Moses Charikar , Paris Siminelakis

This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

Computation · Statistics 2020-07-21 Anne van Delft , Michael Eichler

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

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

High Energy Physics - Experiment · Physics 2009-10-31 Kyle S. Cranmer

Deep kernel learning provides an elegant and principled framework for combining the structural properties of deep learning algorithms with the flexibility of kernel methods. By means of a deep neural network, we learn a parametrized kernel…

Machine Learning · Computer Science 2020-12-14 Prudencio Tossou , Basile Dura , Francois Laviolette , Mario Marchand , Alexandre Lacoste

Large neural networks pretrained on web-scale corpora are central to modern machine learning. In this paradigm, the distribution of the large, heterogeneous pretraining data rarely matches that of the application domain. This work considers…

Machine Learning · Computer Science 2023-11-21 David Grangier , Pierre Ablin , Awni Hannun

We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly…

Statistics Theory · Mathematics 2012-11-12 R. de Jonge , J. H. van Zanten

Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on…

Machine Learning · Statistics 2018-06-06 Hiroaki Sasaki , Aapo Hyvärinen

The kernel estimator is known not to be adequate for estimating the density of a positive random variable X. The main reason is the well-known boundary bias problems that it suffers from, but also its poor behaviour in the long right tail…

Methodology · Statistics 2016-02-17 Gery Geenens , Craig Wang

We show that rate-adaptive multivariate density estimation can be performed using Bayesian methods based on Dirichlet mixtures of normal kernels with a prior distribution on the kernel's covariance matrix parameter. We derive sufficient…

Statistics Theory · Mathematics 2013-08-22 Weining Shen , Surya T. Tokdar , Subhashis Ghosal

Deep neural networks have recently achieved state of the art performance thanks to new training algorithms for rapid parameter estimation and new regularization methods to reduce overfitting. However, in practice the network architecture…

Machine Learning · Computer Science 2016-03-04 Minyoung Kim , Luca Rigazio
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