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This paper introduces FourNet, a novel single-layer feed-forward neural network (FFNN) method designed to approximate transition densities for which closed-form expressions of their Fourier transforms, i.e. characteristic functions, are…

Computational Finance · Quantitative Finance 2024-10-01 Rong Du , Duy-Minh Dang

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

Neural networks trained with gradient-based methods exhibit a strong simplicity bias: they learn simpler statistical features of their data before moving to more complex features. Previous analyses of this phenomenon have largely focused on…

Machine Learning · Statistics 2026-05-19 Fabiola Ricci , Claudia Merger , Sebastian Goldt

We introduce a lightweight, flexible and end-to-end trainable probability density model parameterized by a constrained Fourier basis. We assess its performance at approximating a range of multi-modal 1D densities, which are generally…

Machine Learning · Computer Science 2024-02-26 Alfredo De la Fuente , Saurabh Singh , Johannes Ballé

For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…

Computation · Statistics 2020-08-20 Berent Å. S. Lunde , Tore S. Kleppe , Hans J. Skaug

For many types of machine learning algorithms, one can compute the statistically `optimal' way to select training data. In this paper, we review how optimal data selection techniques have been used with feedforward neural networks. We then…

Artificial Intelligence · Computer Science 2014-11-17 D. A. Cohn , Z. Ghahramani , M. I. Jordan

This article describes a robust algorithm to estimate a conditional probability density f(t|x) as a non-parametric smooth regression function. It is based on a neural network and the Bayesian interpretation of the network output as a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Michael Feindt

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

We propose a Fourier-based approach for optimization of several clustering algorithms. Mathematically, clusters data can be described by a density function represented by the Dirac mixture distribution. The density function can be smoothed…

Machine Learning · Computer Science 2019-09-24 Soheil Mehrabkhani

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

Machine Learning · Statistics 2026-02-27 Arsalan Jawaid , Abdullah Karatas , Jörg Seewig

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

Data augmentation is commonly applied to improve performance of deep learning by enforcing the knowledge that certain transformations on the input preserve the output. Currently, the data augmentation parameters are chosen by human effort…

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Neural simulation-based inference is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary…

Data Analysis, Statistics and Probability · Physics 2025-06-16 ATLAS Collaboration

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

We focus on training machine learning regression models in scenarios where the availability of labeled training data is limited due to computational constraints or high labeling costs. Thus, selecting suitable training sets from unlabeled…

Machine Learning · Computer Science 2026-02-10 Paolo Climaco , Jochen Garcke

We study non-parametric estimation of an unknown density with support in R (respectively R+). The proposed estimation procedure is based on the projection on finite dimensional subspaces spanned by the Hermite (respectively the Laguerre)…

Statistics Theory · Mathematics 2020-01-30 Sergio Brenner Miguel , Jan Johannes

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Methodology · Statistics 2025-05-16 Luca Scrucca

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

Given a set of empirical observations, conditional density estimation aims to capture the statistical relationship between a conditional variable $\mathbf{x}$ and a dependent variable $\mathbf{y}$ by modeling their conditional probability…

Machine Learning · Statistics 2019-04-16 Jonas Rothfuss , Fabio Ferreira , Simon Walther , Maxim Ulrich
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