• Title/Summary/Keyword: Kernel Density Function

Search Result 99, Processing Time 0.028 seconds

A note on nonparametric density deconvolution by weighted kernel estimators

  • Lee, Sungho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.4
    • /
    • pp.951-959
    • /
    • 2014
  • Recently Hazelton and Turlach (2009) proposed a weighted kernel density estimator for the deconvolution problem. In the case of Gaussian kernels and measurement error, they argued that the weighted kernel density estimator is a competitive estimator over the classical deconvolution kernel estimator. In this paper we consider weighted kernel density estimators when sample observations are contaminated by double exponentially distributed errors. The performance of the weighted kernel density estimators is compared over the classical deconvolution kernel estimator and the kernel density estimator based on the support vector regression method by means of a simulation study. The weighted density estimator with the Gaussian kernel shows numerical instability in practical implementation of optimization function. However the weighted density estimates with the double exponential kernel has very similar patterns to the classical kernel density estimates in the simulations, but the shape is less satisfactory than the classical kernel density estimator with the Gaussian kernel.

ASYMPTOTIC APPROXIMATION OF KERNEL-TYPE ESTIMATORS WITH ITS APPLICATION

  • Kim, Sung-Kyun;Kim, Sung-Lai;Jang, Yu-Seon
    • Journal of applied mathematics & informatics
    • /
    • v.15 no.1_2
    • /
    • pp.147-158
    • /
    • 2004
  • Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation on the modulus of continuity. This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point.

The shifted Chebyshev series-based plug-in for bandwidth selection in kernel density estimation

  • Soratja Klaichim;Juthaphorn Sinsomboonthong;Thidaporn Supapakorn
    • Communications for Statistical Applications and Methods
    • /
    • v.31 no.3
    • /
    • pp.337-347
    • /
    • 2024
  • Kernel density estimation is a prevalent technique employed for nonparametric density estimation, enabling direct estimation from the data itself. This estimation involves two crucial elements: selection of the kernel function and the determination of the appropriate bandwidth. The selection of the bandwidth plays an important role in kernel density estimation, which has been developed over the past decade. A range of methods is available for selecting the bandwidth, including the plug-in bandwidth. In this article, the proposed plug-in bandwidth is introduced, which leverages shifted Chebyshev series-based approximation to determine the optimal bandwidth. Through a simulation study, the performance of the suggested bandwidth is analyzed to reveal its favorable performance across a wide range of distributions and sample sizes compared to alternative bandwidths. The proposed bandwidth is also applied for kernel density estimation on real dataset. The outcomes obtained from the proposed bandwidth indicate a favorable selection. Hence, this article serves as motivation to explore additional plug-in bandwidths that rely on function approximations utilizing alternative series expansions.

On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function

  • Kang, Kee-Hoon;Han, Jung-Hoon
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.2
    • /
    • pp.607-617
    • /
    • 2003
  • This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

Asymptotic Approximation of Kernel-Type Estimators with Its Application

  • 장유선;김성래;김성균
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
    • /
    • 2003.09a
    • /
    • pp.12.1-12
    • /
    • 2003
  • Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation On the modulus of continuity This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point.

  • PDF

Jackknife Kernel Density Estimation Using Uniform Kernel Function in the Presence of k's Unidentified Outliers

  • Woo, Jung-Soo;Lee, Jang-Choon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.6 no.1
    • /
    • pp.85-96
    • /
    • 1995
  • The purpose of this paper is to propose the kernel density estimator and the jackknife kernel density estimator in the presence of k's unidentified outliers, and to compare the small sample performances of the proposed estimators in a sense of mean integrated square error(MISE).

  • PDF

THE BERGMAN KERNEL FUNCTION AND THE DENSITY THEOREMS IN THE PLANE

  • Jeong, Moonja
    • Bulletin of the Korean Mathematical Society
    • /
    • v.31 no.1
    • /
    • pp.115-123
    • /
    • 1994
  • The Bergman kernel is closely connected to mapping problems in complex analysis. For example, the Riemann mapping function is witten down in terms of the Bergman kernel. Hence, information about the bergman kernel gives information about mappings. In this note, we prove the following theorem.

  • PDF

Identification of the associations between genes and quantitative traits using entropy-based kernel density estimation

  • Yee, Jaeyong;Park, Taesung;Park, Mira
    • Genomics & Informatics
    • /
    • v.20 no.2
    • /
    • pp.17.1-17.11
    • /
    • 2022
  • Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

An Algorithm of Score Function Generation using Convolution-FFT in Independent Component Analysis (독립성분분석에서 Convolution-FFT을 이용한 효율적인 점수함수의 생성 알고리즘)

  • Kim Woong-Myung;Lee Hyon-Soo
    • The KIPS Transactions:PartB
    • /
    • v.13B no.1 s.104
    • /
    • pp.27-34
    • /
    • 2006
  • In this study, we propose this new algorithm that generates score function in ICA(Independent Component Analysis) using entropy theory. To generate score function, estimation of probability density function about original signals are certainly necessary and density function should be differentiated. Therefore, we used kernel density estimation method in order to derive differential equation of score function by original signal. After changing formula to convolution form to increase speed of density estimation, we used FFT algorithm that can calculate convolution faster. Proposed score function generation method reduces the errors, it is density difference of recovered signals and originals signals. In the result of computer simulation, we estimate density function more similar to original signals compared with Extended Infomax and Fixed Point ICA in blind source separation problem and get improved performance at the SNR(Signal to Noise Ratio) between recovered signals and original signal.