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Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs…

Probability · Mathematics 2026-05-22 R. Labouriau

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

Given an i.i.d. sample $X_1,...,X_n$ with common bounded density $f_0$ belonging to a Sobolev space of order $\alpha$ over the real line, estimation of the quadratic functional $\int_{\mathbb{R}}f_0^2(x) \mathrm{d}x$ is considered. It is…

Statistics Theory · Mathematics 2008-12-18 Evarist Giné , Richard Nickl

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

Most parameter constraints obtained from cosmic microwave background (CMB) anisotropy data are based on power estimates and rely on approximate likelihood functions; computational difficulties generally preclude an exact analysis based on…

Astrophysics · Physics 2009-11-06 M. Douspis , J. G. Bartlett , A. Blanchard , M. Le Dour

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin

It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point, where their curvatures have the same…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Kee-Hoon Kang

Tensor-based discrete density estimation requires flexible modeling and proper divergence criteria to enable effective learning; however, traditional approaches using $\alpha$-divergence face analytical challenges due to the $\alpha$-power…

Machine Learning · Statistics 2025-05-26 Kazu Ghalamkari , Jesper Løve Hinrich , Morten Mørup

We show that classical density functional theory can be based on the constrained search method [M. Levy, Proc. Natl. Acad. Sci. 76, 6062 (1979)]. From the Gibbs inequality one first derives a variational principle for the grand potential as…

Statistical Mechanics · Physics 2011-04-21 Wipsar Sunu Brams Dwandaru , Matthias Schmidt

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

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…

Methodology · Statistics 2024-01-09 Johan Medrano , Abderrahmane Kheddar , Annick Lesne , Sofiane Ramdani

The atomic cluster expansion (ACE) efficiently parameterizes complex energy surfaces of pure elements and alloys. Due to the local nature of the many-body basis, ACE is inherently local or semilocal for graph ACE. Here, we employ…

Materials Science · Physics 2024-11-07 Matteo Rinaldi , Anton Bochkarev , Yury Lysogorskiy , Ralf Drautz

We present a new smooth, Gaussian-like kernel that allows the kernel density estimate for an angular distribution to be exactly represented by a finite number of its Fourier series coefficients. Distributions of angular quantities, such as…

Computer Vision and Pattern Recognition · Computer Science 2016-06-10 Michael T. McCann , Matthew Fickus , Jelena Kovacevic

We derive a scaling law relating ADC bit depth to effective bandwidth for signals with $1/f^\alpha$ power spectra. Quantization introduces a flat noise floor whose intersection with the declining signal spectrum defines an effective cutoff…

Signal Processing · Electrical Eng. & Systems 2026-02-27 Maximilian Kalcher , Tena Dubcek

The growing need for smaller electronic components has recently sparked the interest in the breakdown of the classical conductivity theory near the atomic scale, at which quantum effects should dominate. In 2012, experimental measurements…

Mathematical Physics · Physics 2019-02-15 N. J. B. Aza , J. -B. Bru , W. de Siqueira Pedra , A. Ratsimanetrimanana

Motivated by a recently established result saying that within the class of bivariate Archimedean copulas standard pointwise convergence implies weak convergence of almost all conditional distributions this contribution studies the class…

Statistics Theory · Mathematics 2022-10-24 Thimo M. Kasper , Nicolas Dietrich , Wolfgang Trutschnig

Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review summarizes the most important theoretical aspects of kernel…

Methodology · Statistics 2012-12-13 Adriano Zanin Zambom , Ronaldo Dias

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

Probability · Mathematics 2016-09-07 Evarist Gine , Vladimir Koltchinskii , Joel Zinn

This paper investigates the robustness and optimality of the multi-kernel correntropy (MKC) on linear regression. We first derive an upper error bound for a scalar regression problem in the presence of arbitrarily large outliers and reveal…

Systems and Control · Electrical Eng. & Systems 2023-10-12 Shilei Li , Yunjiang Lou , Dawei Shi , Lijing Li , Ling Shi

We propose a novel active learning strategy for regression, which is model-agnostic, robust against model mismatch, and interpretable. Assuming that a small number of initial samples are available, we derive the optimal training density…

Machine Learning · Computer Science 2021-07-27 Danny Panknin , Klaus Robert Müller , Shinichi Nakajima