The KDE procedure performs either univariate or bivariate kernel density estimation. Statistical density estimation involves approximating a hypothesized probability density function from observed ...

Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...

We introduce a consistent estimator for the homology (an algebraic structure representing connected components and cycles) of level sets of both density and regression functions. Our method is based ...

Kernel density estimation is a way to get an idea of where in a region there is a high density of observations, and where there are low density. However, this doesn’t necessarily tell us all that much ...

Gordon Lee et al introduce a data-driven and model-agnostic approach for computing conditional expectations. The new method combines classical techniques with machine learning methods, in particular ...

In this paper we show how one canimplement in practice the bandwidth selection in deconvolution recursive kernel estimators of a probability density function defined by the stochastic approximation ...