A nonparametric estimate of a multivariate density function
Problem solving - nonparametric estimate of probability density function
PROBLEM SOLVING↗
SEARCH · Search NASA
Results for “nonparametric estimation”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
On the nonparametric estimation of shift in the two-sample problem
Nonparametric estimation of shift in two sets of samples - one from each of two independent populations of independent elements
POPULATION↗
Nonparametric estimation of mean and variance when a few sample values possibly outliers
Nonparametric estimation of mean and variance in random sampling with observations of varying values
Walsh, J. E.↗
Deep Nonparametric Estimation of Operators between Infinite Dimensional Spaces
Learning operators between infinitely dimensional spaces is an important learning task arising in machine learning, imaging science, mathematical modeling and simulations, etc. This paper studies the nonparametric estimation of Lipschitz operators using deep neural networks. Non-asymptotic upper bounds are derived for the generalization error of the empirical risk minimizer over a properly chosen network class. Under the assumption that the target operator exhibits a low dimensional structure, our error bounds decay as the training sample size increases, with an attractive fast rate depending on the intrinsic dimension in our estimation. Our assumptions cover most scenarios in real applications and our results give rise to fast rates by exploiting low dimensional structures of data in operator estimation. We also investigate the influence of network structures (e.g., network width, depth, and sparsity) on the generalization error of the neural network estimator and propose a general suggestion on the choice of network structures to maximize the learning efficiency quantitatively.
97 MATHEMATICS AND COMPUTING↗
Deep nonparametric estimation of operators between infinite dimensional spaces
Learning operators between infinitely dimensional spaces is an important learning task arising in machine learning, imaging science, mathematical modeling and simulations, etc. This paper studies the nonparametric estimation of Lipschitz operators using deep neural networks. Non-asymptotic upper bounds are derived for the generalization error of the empirical risk minimizer over a properly chosen network class. Under the assumption that the target operator exhibits a low dimensional structure, our error bounds decay as the training sample size increases, with an attractive fast rate depending on the intrinsic dimension in our estimation. Our assumptions cover most scenarios in real applications and our results give rise to fast rates by exploiting low dimensional structures of data in operator estimation. We also investigate the influence of network structures (e.g., network width, depth, and sparsity) on the generalization error of the neural network estimator and propose a general suggestion on the choice of network structures to maximize the learning efficiency quantitatively.
97 MATHEMATICS AND COMPUTING↗
Deep nonparametric estimation of intrinsic data structures by chart autoencoders: Generalization error and robustness
Autoencoders have demonstrated remarkable success in learning low-dimensional latent features of high-dimensional data across various applications. Assuming that data are sampled near a low-dimensional manifold, we employ chart autoencoders, which encode data into low-dimensional latent features on a collection of charts, preserving the topology and geometry of the data manifold. Our paper establishes statistical guarantees on the generalization error of chart autoencoders, and we demonstrate their denoising capabilities by considering n noisy training samples, along with their noise-free counterparts, on a d-dimensional manifold. By training autoencoders, we show that chart autoencoders can effectively denoise the input data with normal noise. We prove that, under proper network architectures, chart autoencoders achieve a squared generalization error in the order of n–$\frac{2}{d+2}$log 4 n, which depends on the intrinsic dimension of the manifold and only weakly depends on the ambient dimension and noise level. We further extend our theory on data with noise containing both normal and tangential components, where chart autoencoders still exhibit a denoising effect for the normal component. As a special case, our theory also applies to classical autoencoders, as long as the data manifold has a global parametrization. Furthermore, our results provide a solid theoretical foundation for the effectiveness of autoencoders, which is further validated through several numerical experiments.
97 MATHEMATICS AND COMPUTING↗
Nonparametric Bayer-risk estimation
Nonparametric Bayes risk estimation for measurement classification, using nearest neighbor error rate and Parzen probability density function estimators
Fralick, S. C.↗
A bound for the smoothing parameter in certain well-known nonparametric density estimators
Two classes of nonparametric density estimators, the histogram and the kernel estimator, both require a choice of smoothing parameter, or 'window width'. The optimum choice of this parameter is in general very difficult. An upper bound to the choices that depends only on the standard deviation of the distribution is described.
Terrell, G. R.↗
Characterization of a maximum-likelihood nonparametric density estimator of kernel type
Kernel type density estimators calculated by the method of sieves. Proofs are presented for the characterization theorem: Let x(1), x(2),...x(n) be a random sample from a population with density f(0). Let sigma 0 and consider estimators f of f(0) defined by (1).
Geman, S.↗
Advanced statistical methods for improved data analysis of NASA astrophysics missions
The investigators under this grant studied ways to improve the statistical analysis of astronomical data. They looked at existing techniques, the development of new techniques, and the production and distribution of specialized software to the astronomical community. Abstracts of nine papers that were produced are included, as well as brief descriptions of four software packages. The articles that are abstracted discuss analytical and Monte Carlo comparisons of six different linear least squares fits, a (second) paper on linear regression in astronomy, two reviews of public domain software for the astronomer, subsample and half-sample methods for estimating sampling distributions, a nonparametric estimation of survival functions under dependent competing risks, censoring in astronomical data due to nondetections, an astronomy survival analysis computer package called ASURV, and improving the statistical methodology of astronomical data analysis.
Feigelson, Eric D.↗
Nonparametric probability density estimation by optimization theoretic techniques
Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.
Scott, D. W.↗
Nonparametric probability density estimation for data analysis in several dimensions
Nonparametric probability density estimates, in particular the corresponding contour curves, it is shown, are a useful adjunct to scatter diagrams when performing a preliminary examination of a set of random data in several dimensions.
Scott, D. W.↗
Nonparametric maximum likelihood estimation of probability densities by penalty function methods
When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.
Demontricher, G. F.↗
Study of nonparametric techniques for estimating reliability and other life quality parameters Final report
Nonparametric techniques for probability distribution, probability density, and hazard function estimates for life quality
Murthy, V. K.↗
A nonparametric clustering technique which estimates the number of clusters
In applications of cluster analysis, one usually needs to determine the number of clusters, K, and the assignment of observations to each cluster. A clustering technique based on recursive application of a multivariate test of bimodality which automatically estimates both K and the cluster assignments is presented.
Ramey, D. B.↗
A validation methodology for fault-tolerant clock synchronization
A validation method for the synchronization subsystem of a fault-tolerant computer system is presented. The high reliability requirement of flight crucial systems precludes the use of most traditional validation methods. The method presented utilizes formal design proof to uncover design and coding errors and experimentation to validate the assumptions of the design proof. The experimental method is described and illustrated by validating an experimental implementation of the Software Implemented Fault Tolerance (SIFT) clock synchronization algorithm. The design proof of the algorithm defines the maximum skew between any two nonfaulty clocks in the system in terms of theoretical upper bounds on certain system parameters. The quantile to which each parameter must be estimated is determined by a combinatorial analysis of the system reliability. The parameters are measured by direct and indirect means, and upper bounds are estimated. A nonparametric method based on an asymptotic property of the tail of a distribution is used to estimate the upper bound of a critical system parameter. Although the proof process is very costly, it is extremely valuable when validating the crucial synchronization subsystem.
Johnson, S. C.↗
Topics in global convergence of density estimates
The problem of estimating a density f on R sup d from a sample Xz(1),...,X(n) of independent identically distributed random vectors is critically examined, and some recent results in the field are reviewed. The following statements are qualified: (1) For any sequence of density estimates f(n), any arbitrary slow rate of convergence to 0 is possible for E(integral/f(n)-fl); (2) In theoretical comparisons of density estimates, integral/f(n)-f/ should be used and not integral/f(n)-f/sup p, p 1; and (3) For most reasonable nonparametric density estimates, either there is convergence of integral/f(n)-f/ (and then the convergence is in the strongest possible sense for all f), or there is no convergence (even in the weakest possible sense for a single f). There is no intermediate situation.
Devroye, L.↗
Phase 1 of the earth resources data analysis program
Research completed in the Earth Resources Data Analysis Program is discussed along with recommendations for future study. Projects discussed include use of the Cholesky decomposition in feature selection and classification algorithms; optimal feature selection and extraction, probability density estimation and nonparametric classifiers; use of spatial information in classification; and model for crop row reflectance. The installation of LARSYS on the ICSA's IBM 370/155 is discussed, and a list of technical reports is included.
Source record↗