Bandwidth selection for kernel density estimation: a review of fully automatic selectors

NB Heidenreich, A Schindler, S Sperlich - AStA Advances in Statistical …, 2013 - Springer
On the one hand, kernel density estimation has become a common tool for empirical studies
in any research area. This goes hand in hand with the fact that this kind of estimator is now …

[KÖNYV][B] Mathematical analysis of machine learning algorithms

T Zhang - 2023 - books.google.com
The mathematical theory of machine learning not only explains the current algorithms but
can also motivate principled approaches for the future. This self-contained textbook …

[KÖNYV][B] Learning theory from first principles

F Bach - 2024 - books.google.com
A comprehensive and cutting-edge introduction to the foundations and modern applications
of learning theory. Research has exploded in the field of machine learning resulting in …

Orthogonal series density estimation

S Efromovich - Wiley Interdisciplinary Reviews: Computational …, 2010 - Wiley Online Library
Orthogonal series density estimation is a powerful nonparametric estimation methodology
that allows one to analyze and present data at hand without any prior opinion about shape …

Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality

A Goldenshluger, O Lepski - 2011 - projecteuclid.org
We address the problem of density estimation with" L_s-loss by selection of kernel
estimators. We develop a selection procedure and derive corresponding L_s-risk oracle …

Prediction of infectious disease epidemics via weighted density ensembles

EL Ray, NG Reich - PLoS computational biology, 2018 - journals.plos.org
Accurate and reliable predictions of infectious disease dynamics can be valuable to public
health organizations that plan interventions to decrease or prevent disease transmission. A …

Semiparametric counterfactual density estimation

EH Kennedy, S Balakrishnan, LA Wasserman - Biometrika, 2023 - academic.oup.com
Causal effects are often characterized with averages, which can give an incomplete picture
of the underlying counterfactual distributions. Here we consider estimating the entire …

Choice of V for V-fold cross-validation in least-squares density estimation

S Arlot, M Lerasle - Journal of Machine Learning Research, 2016 - jmlr.org
This paper studies V-fold cross-validation for model selection in least-squares density
estimation. The goal is to provide theoretical grounds for choosing V in order to minimize the …

Change-point detection for high-dimensional time series with missing data

Y **e, J Huang, R Willett - IEEE Journal of Selected Topics in …, 2012 - ieeexplore.ieee.org
This paper describes a novel approach to change-point detection when the observed high-
dimensional data may have missing elements. The performance of classical methods for …

On adaptive minimax density estimation on 

A Goldenshluger, O Lepski - Probability Theory and Related Fields, 2014 - Springer
We address the problem of adaptive minimax density estimation on R^ d R d with L _p L p-
loss on the anisotropic Nikol'skii classes. We fully characterize behavior of the minimax risk …