Related papers: Kernel Estimation in High-Energy Physics
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…
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…
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…
Density Estimation Trees can play an important role in exploratory data analysis for multidimensional, multi-modal data models of large samples. I briefly discuss the algorithm, a self-optimization technique based on kernel density…
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…
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…
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…
Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…
We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…
This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…
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…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…
We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…
Density estimation in high-dimensional settings is an important and challenging statistical problem.Traditional methods based on kernel smoothing are inefficient in high dimensions due to the difficulties in specifying appropriate…
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…
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…
In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…