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Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained from different, possibly data-driven, bandwidths. The method…

统计理论 · 数学 2019-11-05 O. Chernova , F. Lavancier , P. Rochet

We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…

机器学习 · 计算机科学 2025-06-24 Elliot L. Epstein , Rajat Dwaraknath , Thanawat Sornwanee , John Winnicki , Jerry Weihong Liu

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

机器学习 · 计算机科学 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

统计理论 · 数学 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

统计方法学 · 统计学 2019-03-26 Hamza Dhakera , El Hadji Demeb , Youssou Cissb

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…

统计理论 · 数学 2011-11-22 J. E. Chacón , J. Montanero , A. G. Nogales

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

统计理论 · 数学 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho

Multivariate kernel density estimations have received much spate of interest. In addition to conventional methods of (non-)classical associated-kernels for (un)bounded densities and bandwidth selections, the multiple extended-beta kernel…

Imbalanced data occurs in a wide range of scenarios. The skewed distribution of the target variable elicits bias in machine learning algorithms. One of the popular methods to combat imbalanced data is to artificially balance the data…

机器学习 · 计算机科学 2021-10-26 Firuz Kamalov , Ashraf Elnagar

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

机器学习 · 统计学 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses…

统计理论 · 数学 2026-02-25 Nils Lid Hjort , Nikolai G. Ushakov

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

统计理论 · 数学 2008-12-18 Aurore Delaigle , Alexander Meister

New bandwidth selectors for kernel density estimation with directional data are presented in this work. These selectors are based on asymptotic and exact error expressions for the kernel density estimator combined with mixtures of von Mises…

统计方法学 · 统计学 2020-09-22 Eduardo García-Portugués

Variable kernel density estimation allows the approximation of a probability density by the mean of differently stretched and rotated kernels centered at given sampling points $y_n\in\mathbb{R}^d,\ n=1,\dots,N$. Up to now, the choice of the…

统计理论 · 数学 2018-05-07 Ilja Klebanov

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…

数据分析、统计与概率 · 物理学 2015-02-27 Anton Poluektov

A new method of bandwidth selection for kernel density estimators is proposed. The method, termed indirect cross-validation, or ICV, makes use of so-called selection kernels. Least squares cross-validation (LSCV) is used to select the…

统计方法学 · 统计学 2008-12-02 Olga Y. Savchuk , Jeffrey D. Hart , Simon J. Sheather

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…

统计理论 · 数学 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

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…

统计理论 · 数学 2025-05-30 Jack Kendrick

The performance of multivariate kernel density estimation (KDE) depends strongly on the choice of bandwidth matrix. The high computational cost required for its estimation provides a big motivation to develop fast and accurate methods. One…

统计计算 · 统计学 2016-05-13 Artur Gramacki , Jarosław Gramacki

Line transect sampling is a method used to estimate wildlife populations, with the resulting data often grouped in intervals. Estimating the density from grouped data can be challenging. In this paper we propose a kernel density estimator…

应用统计 · 统计学 2010-11-10 Woncheol Jang , Ji Meng Loh