Kernel density estimation via diffusion
TL;DR: A new adaptive kernel density estimator based on linear diffusion processes that builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate and a new plug-in bandwidth selection method that is free from the arbitrary normal reference rules used by existing methods.
read more
Abstract: We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we propose a new plug-in bandwidth selection method that is free from the arbitrary normal reference rules used by existing methods. We present simulation examples in which the proposed approach outperforms existing methods in terms of accuracy and reliability.
read more
Chat with Paper
AI Agents for this Paper
Find similar papers on Google Scholar, PubMed and Arxiv
Write a critical review of this paper
Analyze citations of this paper to find unaddressed research gaps
Figures

Fig. 1. Boundary bias in the neighborhood of x= 0. 
Table 2 Results over 10 independent simulation experiments. In all cases the domain was assumed to be R 
Fig. 4. Right panel: plug-in rule with normal reference rule; left panel: the Improved Sheather–Jones method; the normal reference rule causes significant over-smoothing. 
Fig. 5. A two-dimensional example with 600 points generated uniformly within an ellipse. 
Fig. 3. The Improved Sheather–Jones bandwidth selection rule in Algorithm 1 leads to improved performance compared to the original plug-in rule that uses the normal reference rule. ![Table 3 Practical performance of the boundary bias correction of the diffusion estimator for the test cases: (1) exponential distribution with mean equal to unity; (2) test cases 1 through 8, truncated to the interval (−∞,0]](/figures/table3-1-1p5ziqv1n1a5.png)
Table 3 Practical performance of the boundary bias correction of the diffusion estimator for the test cases: (1) exponential distribution with mean equal to unity; (2) test cases 1 through 8, truncated to the interval (−∞,0]
Citations
Structural Equation Modeling
TL;DR: The theory of SEM, which allows for the analysis of independent observations for both unrelated and family data, the available software for SEM, and an example of SEM analysis are reviewed.
5.3K
IsoplotR: A free and open toolbox for geochronology
TL;DR: The basic principles of radiometric geochronology as implemented in a new software package called IsoplotR, which was designed to be free, flexible and future-proof, are reviewed.
Recovering Gene Interactions from Single-Cell Data Using Data Diffusion.
David van Dijk,Roshan Sharma,Roshan Sharma,Juozas Nainys,Juozas Nainys,Kristina Yim,Pooja Kathail,Pooja Kathail,Ambrose J. Carr,Ambrose J. Carr,Cassandra Burdziak,Kevin R. Moon,Christine L. Chaffer,Diwakar R. Pattabiraman,Brian Bierie,Linas Mazutis,Guy Wolf,Smita Krishnaswamy,Dana Pe'er +18 more
TL;DR: MAGIC as mentioned in this paper is a Markov affinity-based graph imputation of cells that shares information across similar cells, via data diffusion, to denoise the cell count matrix and fill in missing transcripts.
1.6K
On the visualisation of detrital age distributions
TL;DR: In this paper, the authors proposed Kernel Density Estimation (KDE), a more robust alternative to the Probability Density Plot (PDP), which also involves summing a set of Gaussian distributions, but does not explicitly take into account the analytical uncertainties.
1.4K
Methods for Summarizing Radiocarbon Datasets
TL;DR: Three different approaches are compared: “Sum” distributions, postulated undated events, and kernel density approaches and their suitability for visualizing the results from chronological and geographic analyses considered for cases with and without useful prior information.
References
Density estimation for statistics and data analysis
Bernard W. Silverman
- 01 Jan 1986
TL;DR: The Kernel Method for Multivariate Data: Three Important Methods and Density Estimation in Action.
Sequential Monte Carlo methods in practice
Arnaud Doucet,Nando de Freitas,Neil Gordon,Adrian F. M. Smith +3 more
- 01 Jan 2001
TL;DR: This book presents the first comprehensive treatment of Monte Carlo techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modeling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection.
Linear and Quasi-linear Equations of Parabolic Type
O. A. Ladyzhenskai︠a︡,V. A. Solonnikov,V. A. Solonnikov,N. N. Uralʹt︠s︡eva +3 more
- 31 Dec 1968
TL;DR: In this article, the authors introduce a system of linear and quasi-linear equations with principal part in divergence (PCI) in the form of systems of linear, quasilinear and general systems.
7.5K
•Book
Linear and Quasilinear Equations of Parabolic Type
Olga Aleksandrovna Ladyzhenskaia
- 31 Dec 1969
TL;DR: In this article, the authors considered a hyperbolic parabolic singular perturbation problem for a quasilinear equation of kirchhoff type and obtained parameter dependent time decay estimates of the difference between the solutions of the solution of a quasi-linear parabolic equation and the corresponding linear parabolic equations.
7.5K
•Book
Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden,Eckhard Platen +1 more
- 01 Jun 1992
TL;DR: In this article, a time-discrete approximation of deterministic Differential Equations is proposed for the stochastic calculus, based on Strong Taylor Expansions and Strong Taylor Approximations.
6.5K