Search results for "Density estimation"
showing 10 items of 61 documents
Applications of Kernel Methods
2009
In this chapter, we give a survey of applications of the kernel methods introduced in the previous chapter. We focus on different application domains that are particularly active in both direct application of well-known kernel methods, and in new algorithmic developments suited to a particular problem. In particular, we consider the following application fields: biomedical engineering (comprising both biological signal processing and bioinformatics), communications, signal, speech and image processing.
Learning non-linear time-scales with kernel -filters
2009
A family of kernel methods, based on the @c-filter structure, is presented for non-linear system identification and time series prediction. The kernel trick allows us to develop the natural non-linear extension of the (linear) support vector machine (SVM) @c-filter [G. Camps-Valls, M. Martinez-Ramon, J.L. Rojo-Alvarez, E. Soria-Olivas, Robust @c-filter using support vector machines, Neurocomput. J. 62(12) (2004) 493-499.], but this approach yields a rigid system model without non-linear cross relation between time-scales. Several functional analysis properties allow us to develop a full, principled family of kernel @c-filters. The improved performance in several application examples suggest…
Event generation and statistical sampling for physics with deep generative models and a density information buffer
2021
Simulating nature and in particular processes in particle physics require expensive computations and sometimes would take much longer than scientists can afford. Here, we explore ways to a solution for this problem by investigating recent advances in generative modeling and present a study for the generation of events from a physical process with deep generative models. The simulation of physical processes requires not only the production of physical events, but to also ensure that these events occur with the correct frequencies. We investigate the feasibility of learning the event generation and the frequency of occurrence with several generative machine learning models to produce events l…
Proportional Small Sample Bias in Pricing Kernel Estimations
2014
Numerous empirical studies find pricing kernels that are not-monotonically decreasing; the findings are at odds with the pricing kernel being marginal utility of a risk-averse, so-called representative agent. We study in detail the common procedure which estimates the pricing kernel as the ratio of two separate density estimations. In a first step, we analyze theoretically the functional dependence for the ratio of a density to its estimated density; this cautions the reader of potential computational issues coupled with statistical techniques. In a second step, we study this quantitatively; we show that small sample biases shape the estimated pricing kernel, and that estimated pricing kern…
Data for: Accurate representation of the distributions of the 3D Poisson-Voronoi typical cell geometrical features
2019
gvolume.txt contains the grid of points (xgrid.v) and the kernel density estimate (Epanechnikov kernel, cross validation bandwidth h=0.05) of volume of 1,000,000 Poisson-Voronoi typical cells ( intensity parameter lambda=1) evaluated in the grid points (y.v).gsurfacearea.txt contains the grid of points (xgrid.a) and the kernel density estimate (Epanechnikov kernel, cross validation bandwidth h=0.25) of surface area of 1,000,000 Poisson-Voronoi typical cells ( intensity parameter lambda=1) evaluated in the grid points (y.a).gnfaces.txt contains the absolute (nf) and relative frequencies (pf) of number of faces 1,000,000 Poisson-Voronoi typical cells ( intensity parameter lambda=1) THIS DATAS…
Modelling and prediction of perceptual segmentation
2017
While listening to music, we somehow make sense of a multiplicity of auditory events; for example, in popular music we are often able to recognize whether the current section is a verse or a chorus, and to identify the boundaries between these segments. This organization occurs at multiple levels, since we can discern motifs, phrases, sections and other groupings. In this work, we understand segment boundaries as instants of significant change. Several studies on music perception and cognition have strived to understand what types of changes are associated with perceptual structure. However, effects of musical training, possible differences between real-time and non real-time segmentation, and…
Spectral density estimation for stationary stable random fields
1995
International audience
Solving chance constrained optimal control problems in aerospace via Kernel Density Estimation
2017
International audience; The goal of this paper is to show how non-parametric statistics can be used to solve some chance constrained optimization and optimal control problems. We use the Kernel Density Estimation method to approximate the probability density function of a random variable with unknown distribution , from a relatively small sample. We then show how this technique can be applied and implemented for a class of problems including the God-dard problem and the trajectory optimization of an Ariane 5-like launcher.
Computerized delimitation of odorant areas in gas-chromatography-olfactometry by kernel density estimation: Data processing on French white wines
2017
International audience; GC-O using the detection frequency method gives a list of odor events (OEs) where each OE is described by a linear retention index (LRI) and by the aromatic descriptor given by a human assessor. The aim of the experimenter is to gather OEs in a total olfactogram on which he tries to delimit odorant areas (OAs), then to compute each detection frequency. This paper proposes a computerized mathematical method based on kernel density estimation that makes up the total olfactogram as continuous and differentiable function from the OEs LRI only. The corresponding curve looks like a chromatogram, the peaks of which are potential OAs. The limits of an OA are the LRI of the t…
MODERATE DEVIATION PRINCIPLES FOR KERNEL ESTIMATOR OF INVARIANT DENSITY IN BIFURCATING MARKOV CHAINS MODELS
2021
Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator. Unlike the work of Bitseki and Gorgui (2021), it is interesting to see that the distinction of the two regimes disappears and that we are able to get moderate deviation principle for large values of the ergodic rate. It is also interesting and surprising to see that for moderate deviation principle, the ergodic rate begins to have an impact on the choice of the bandwidth for values smaller than in the context of central limit theorem studied by Bitseki and …