Multivariate density estimation. Theory, practice, and visualization
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(only showing first 100 items - show all)- Conditional density estimation with covariate measurement error
- Density estimation with distribution element trees
- (Un)Conditional Sample Generation Based on Distribution Element Trees
- An estimate of the root mean square error incurred when approximating an \(f\in L^2(\mathbb R)\) by a partial sum of its Hermite series
- Approximate maximum likelihood estimation for population genetic inference
- Polynomial chaos representation of databases on manifolds
- Analysing single-molecule trajectories to reconstruct free-energy landscapes of cyclic motor proteins
- Hierarchical two-part MDL code for multinomial distributions
- On the use of conditional expectation in portfolio selection problems
- Kernel mixture model for probability density estimation in Bayesian classifiers
- Single-index copulas
- Estimating the index of increase via balancing deterministic and random data
- On the impact of conditional expectation estimators in portfolio theory
- The radial wavelet frame density estimator
- Nonparametric inference via bootstrapping the debiased estimator
- A robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural network
- Data dependent asymmetric kernels for estimating the density function
- Kernel density estimation for partial linear multivariate responses models
- Asymptotic properties of Bernstein estimators on the simplex
- Better than the best? Answers via model ensemble in density-based clustering
- Asymptotic properties of Dirichlet kernel density estimators
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Kernel density estimation based on the distinct units in sampling with replacement
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
- Quasi-interpolation for multivariate density estimation on bounded domain
- Nonparametric semi-supervised classification with application to signal detection in high energy physics
- A new distance based measure of asymmetry
- Exact solutions in log-concave maximum likelihood estimation
- Coupling the reduced-order model and the generative model for an importance sampling estimator
- Generalized bagging
- A deterministic verification strategy for electrostatic particle-in-cell algorithms in arbitrary spatial dimensions using the method of manufactured solutions
- Adaptive deep density approximation for Fokker-Planck equations
- Smooth bootstrapping of copula functionals
- Probabilistic constrained optimization on flow networks
- Intensity estimation on geometric networks with penalized splines
- A model-free, non-parametric method for density determination, with application to asset returns
- Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees
- Kernel density approach to error estimation of MF-DFA measures on time series
- Hybrid semiparametric Bayesian networks
- Efficient SVDD sampling with approximation guarantees for the decision boundary
- Bayesian parameter estimation for the Swift model of eye-movement control during reading
- Modal clustering asymptotics with applications to bandwidth selection
- Optimal rates for estimation of two-dimensional totally positive distributions
- High-order sequential simulation via statistical learning in reproducing kernel Hilbert space
- Recurrence quantity analysis based on matrix eigenvalues
- Inhomogeneous higher-order summary statistics for point processes on linear networks
- Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset
- Reduction of multivariate mixtures and its applications
- Comparative study of differentially private data synthesis methods
- Entropy-based closure for probabilistic learning on manifolds
- Hypothesis testing based on a vector of statistics
- A spatial filtering inspired three-way clustering approach with application to outlier detection
- New multivariate kernel density estimator for uncertain data classification
- A precise local limit theorem for the multinomial distribution and some applications
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations
- Bagging of density estimators
- Popular raster-based methods of prospectivity modeling and their relationships
- Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates
- A new binary adaptive elitist differential evolution based automatic \(k\)-medoids clustering for probability density functions
- The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
- Kernel density estimation from complex surveys in the presence of complete auxiliary information
- Generalized cluster trees and singular measures
- A quadrat neighborhood estimator for intensity function of point processes
- Robust functional estimation in the multivariate partial linear model
- Discrete minimax estimation with trees
- Importance sampling and its optimality for stochastic simulation models
- Data-driven \(k\)NN estimation in nonparametric functional data analysis
- A weighted localization of halfspace depth and its properties
- On the le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators
- When can we improve on sample average approximation for stochastic optimization?
- FDR control of detected regions by multiscale matched filtering
- Detecting interactions in discrete-time dynamics by random variable resetting
- Divisive clustering of high dimensional data streams
- Multivariate visualization by density estimation
- Smoothing of Multivariate Data
- scientific article; zbMATH DE number 47825 (Why is no real title available?)
- scientific article; zbMATH DE number 123861 (Why is no real title available?)
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
- Tail density estimation for exploratory data analysis using kernel methods
- Smooth neighborhood recommender systems
- Bayesian inference of spreading processes on networks
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- Data exploration by representative region selection: axioms and convergence
- Some universal insights on divergences for statistics, machine learning and artificial intelligence
- Sub-Hinze scale bubble production in turbulent bubble break-up
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Quantifying the closeness to a set of random curves via the mean marginal likelihood
- Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula
- A Framework of Learning Through Empirical Gain Maximization
- Solving inverse stochastic problems from discrete particle observations using the Fokker-Planck equation and physics-informed neural networks
- Asymptotic properties of random Voronoi cells with arbitrary underlying density
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Parameter estimation of a simple, realistic stochastic model of gastric emptying of pellets under fasting conditions
- A study of the data augmentation strategy for stochastic differential equations
- In search of an optimal kernel for a bias correction method for density estimators
- Quantifying Robotic Swarm Coverage
- Asymptotic behaviour of frequency polygons under -mixing samples
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