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This tutorial provides a gentle introduction to kernel density estimation (KDE) and recent advances regarding confidence bands and geometric/topological features. We begin with a discussion of basic properties of KDE: the convergence rate…

Methodology · Statistics 2017-09-13 Yen-Chi Chen

A novel nonparametric clustering algorithm is proposed using the interpoint distances between the members of the data to reveal the inherent clustering structure existing in the given set of data, where we apply the classical nonparametric…

Methodology · Statistics 2024-09-02 Soumita Modak

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…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…

Nuclear Theory · Physics 2011-12-13 M. A. Jafarizadeh , N. Fouladi , H. Sabri , B. Rashidian Maleki

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Machine Learning · Computer Science 2021-01-15 Danica J. Sutherland , Liang Xiong , Barnabás Póczos , Jeff Schneider

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

Machine Learning · Computer Science 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

We derive estimators of the density of the event times of current status data. The estimators are derived for the situations where the distribution of the observation times is known and where this distribution is unknown. The density…

Statistics Theory · Mathematics 2017-07-04 Bert van Es , Catharina Elisabeth Graafland

We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…

Probability · Mathematics 2019-02-12 G. Cleanthous , A. Georgiadis , G. Kerkyacharian , P. Petrushev , D. Picard

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Machine Learning · Statistics 2018-12-17 Matthew A. Olson , Abraham J. Wyner

This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary…

Machine Learning · Statistics 2012-08-22 Peter Kovesarki , Ian C. Brock , A. Elizabeth Nuncio Quiroz

This paper deals with the kernel density estimator based on the so-called sinc (or Fourier integral) kernel $K(x)=(\pi x)^{-1}\sin x$. We study in detail both asymptotic and finite sample properties of this estimator. It is shown that,…

Statistics Theory · Mathematics 2026-05-11 Ingrid Kristine Glad , Nils Lid Hjort , Nikolai G. Ushakov

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

In the study of quantum limits to parameter estimation, the high dimensionality of the density operator and that of the unknown parameters have long been two of the most difficult challenges. Here we propose a theory of quantum…

Quantum Physics · Physics 2020-08-05 Mankei Tsang , Francesco Albarelli , Animesh Datta

We study the worst case error of kernel density estimates via subset approximation. A kernel density estimate of a distribution is the convolution of that distribution with a fixed kernel (e.g. Gaussian kernel). Given a subset (i.e. a point…

Computational Geometry · Computer Science 2012-04-05 Jeff M. Phillips

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