Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,291 papers · 148 categories

Trend · papers per month

143287430573 · Jun 202019922001200920182026
48 results for Kernel Estimation

Optimal kernel improves estimation accuracy in modal statistical methods.

problem Estimation accuracy of kernel-based modal statistical methods depends on the kernel used.
method The study theoretically shows an optimal kernel that minimizes asymptotic error criterion.
result An optimal kernel minimizes the error criterion when using an optimal bandwidth.

A new kernel method improves Poisson process intensity estimation.

problem Estimating intensity functions of inhomogeneous Poisson processes.
method Kernel method-based intensity estimator using least squares loss.
result K2^2IE achieves comparable predictive performance with improved efficiency.

The article introduces practical estimators for kernel discrepancies.

problem Estimating kernel discrepancies accurately and efficiently.
method Presented various estimators for MMD, HSIC, and KSD, including V-statistics, U-statistics, and incomplete U-statistics. Stressed the importance of kernel bandwidth and introduced adaptive estimators.
result Adaptive estimators combining multiple estimators with various kernels address the problem of kernel selection.

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

Proposes a method for selecting variables in nonparametric learning using power series kernels.

problem Variable selection in nonparametric learning with power series kernels.
method Two-stage estimation: consistent function approximation followed by l1-type penalized variable selection.
result The method achieves variable selection consistency for power series kernels.

The problem of estimating the kernel mean in a reproducing kernel Hilbert space (RKHS) is central to kernel methods in that it is used by classical approaches (e.g., when centering a kernel PCA matrix), and it also forms the core inference step of modern kernel methods (e.g., kernel-based non-parametric tests) that rel…

2014-11-04abs ↗pdf ↗

The paper provides consistency results for KDE on manifolds with irregular kernels.

problem Analyzing density estimation on manifolds with complex kernels.
method Strong uniform consistency with rates for KDE on Riemannian manifolds with Riemann integrable kernels.
result Strong uniform consistency with rates for KDE on manifolds.

A mean function in reproducing kernel Hilbert space, or a kernel mean, is an important part of many applications ranging from kernel principal component analysis to Hilbert-space embedding of distributions. Given finite samples, an empirical average is the standard estimate for the true kernel mean. We show that this e…

2013-06-04abs ↗pdf ↗

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical MM-estimation. We interpret the KDE based on a radial, positive semi-definite ke…

2011-07-15abs ↗pdf ↗

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference step of modern kernel methods that rely on embedding probability distributions in…

2014-05-21abs ↗pdf ↗

If pricing kernels are assumed non-negative then the inverse problem of finding the pricing kernel is well-posed. The constrained least squares method provides a consistent estimate of the pricing kernel. When the data are limited, a new method is suggested: relaxed maximization of the relative entropy. This estimator …

2003-10-15abs ↗pdf ↗

BENK estimates treatment effects with neural kernels for censored data.

problem Estimating heterogeneous treatment effects with censored time-to-event data.
method Proposes a method using the Beran estimator with neural kernels for survival functions.
result Shows improved accuracy compared to existing methods in various scenarios.

New methods extend kernel estimators for partial rankings, improving performance in machine learning tasks.

problem Incomplete rankings data in real-world applications.
method Antithetic and Monte Carlo kernel estimators for partial rankings, variance reduction scheme.
result Improved antithetic kernel estimator with lower variance and better performance.

Proposes a new method for kernel density estimation using stagewise minimization and a simple dictionary.

problem Kernel density estimation with data-adaptive weighting parameters and sparse representation.
method Stagewise minimization algorithm based on UU-divergence and a simple dictionary.
result Develops non-asymptotic error bound for the proposed estimator.

Enhances Fourier estimator performance for asynchronous event-data.

problem Improving correlation and covariance estimation on event-data.
method Implement and test NUFFT methods with different averaging kernels.
result Demonstrates improved performance and relationship between averaging scales.

The paper develops methods to handle missing data using regularized M-estimation in reproducing kernel Hilbert space.

problem Handling missing data in statistical analysis.
method Kernel ridge regression for imputation and maximum entropy method for propensity score estimation.
result The proposed methods achieve statistical consistency and asymptotic equivalence.

Sharp gradient estimate for heat kernels on metric measure spaces.

problem Establishing gradient estimates for heat kernels on metric measure spaces.
method Elliptic local Li-Yau gradient estimate for weak solutions of the heat equation.
result Sharp gradient estimate for the logarithm of heat kernels.

Optimizes kernel density ratios for better predictions and information measures.

problem Improving accuracy of kernel density estimates for density ratios.
method Derives an optimal weight function using calculus of variations.
result Reduces bias in kernel density estimates, leading to improved prediction posteriors and information-theoretic measures.

Kernel ridge regression imputation with consistent variance estimation for handling missing data.

problem Handling missing data in statistical analysis.
method Kernel ridge regression imputation combined with entropy method for variance estimation.
result Root-n consistency of the imputation estimator in a Sobolev space setting.

A new method estimates SDEs using occupation kernels.

problem Learning multivariate stochastic differential equations (SDEs).
method Two-step procedure: estimate drift, then diffusion. Occupation kernels used in RKHS.
result Validated on simulated and real-world data.

Proposes estimators for complex dose-response curves using kernel methods.

problem Estimating complex dose-response curves with continuous treatments, mediators, and covariates.
method Kernel ridge regression with sequential kernel embedding technique.
result Simple estimators for mediated and time-varying dose response curves with nonasymptotic uniform rates.

The paper improves boundary detection and density estimation on noisy data.

problem Detecting boundary points and estimating density on noisy data from compact manifolds.
method Doubly stochastic scaling of the Gaussian heat kernel via Sinkhorn iterations.
result The new estimates of boundary points and density outperform standard methods, especially under noise.

Nonasymptotic error bounds and strong consistency rates for survival analysis methods.

problem Establishing reliable error bounds and consistency rates for survival analysis methods.
method Nonasymptotic error bounds for Kaplan-Meier-based nearest neighbor and kernel survival probability estimators in metric spaces.
result Rates of strong consistency match existing lower bounds for conditional CDF estimation.

Faster convergence of kernel mean embeddings using variance information.

problem Speeding up the convergence rate of kernel mean embeddings.
method Leveraging variance information in reproducing kernel Hilbert space and estimating variance from data.
result Efficiently estimate variance information from data to achieve distribution-agnostic convergence bounds.

Proposes a novel method for estimating parameters in simulator-based models with intractable likelihood.

problem Parameter estimation for simulator-based models with unfeasible likelihood calculations.
method Recursive application of kernel ABC and kernel herding to observed data.
result The method converges to the true parameter as recursion proceeds, outperforming existing approaches in numerical experiments.

Flow Matching improves statistical guarantees through kernel density estimation.

problem Improving statistical guarantees for generative models.
method Connecting Flow Matching to kernel density estimation and verifying optimal rates of convergence.
result Flow Matching achieves optimal rates up to logarithmic factors for large networks and on lower-dimensional manifolds.

This work proposes an objective method for spot volatility estimation of stochastic processes.

problem Spot volatility estimation of stochastic differential equations, especially in finite sample settings.
method Objective method of bandwidth and kernel selection, covering various types of volatility processes.
result Characterization of Mean Squared Error and optimal bandwidth in closed form.