Unimodal density estimation using Bernstein polynomials

In this paper, we propose a fast and versatile blind source separation including closed-form estimation of sources' probability density functions (PDFs), where the ICA's activation function is automatically adapted to various noise conditions. In the proposed method, closed-form second-order ICA and closed-form PDF estimation are introduced as a computational-cost-efficient preprocessing to extract sources' PDFs. Compared with various type of conventional ICAs, e.g., fixed activation-function type and ML-based type, our proposed algorithm can give a faster and higher convergence. Experimental assessment reveals that the proposed method is versatile for handling non-speech sound sources.

The non-line-of-sight (NLOS) propagation caused by intermittently blocking of the direct path between the base station and the mobile station is the main difficulty for mobile user location in cellular wireless communication system. So it is indispensable to investigate the techniques about the NLOS error identification and correction. In this paper, we suggest a robust and accurate approach using probability density function (PDF) estimator to identify the NLOS situation, and then an improved biased Kalman filter which depends on PDF estimator as the nonlinearity weighting coefficient in recursive operation is used to mitigate the NLOS error for time of arrival (TOA) measurements. As the PDF estimator is calculated from actual TOA samples, it is adaptive for the complex practical NLOS environments. The simulation results also indicate that with the less prior information about communication environments, the approach we present has a good location performance even in severe NLOS situations.

The error estimate of Borgonovo's moment-independent index δi is considered, and it shows that the possible computational complexity of δi is mainly due to the probability density function (PDF) estimate because the PDF estimate is an ill-posed problem and its convergence rate is quite slow. So it reminds us to compute Borgonovo's index using other methods. To avoid the PDF estimate, δi, which is based on the PDF, is first approximatively represented by the cumulative distribution function (CDF). The CDF estimate is well posed and its convergence rate is always faster than that of the PDF estimate. From the representation, a stable approach is proposed to compute δi with an adaptive procedure. Since the small probability multidimensional integral needs to be computed in this procedure, a computational strategy named asymptotic space integration is introduced to reduce a high-dimensional integral to a one-dimensional integral. Then we can compute the small probability multidimensional integral by adaptive numerical integration in one dimension with an improved convergence rate. From the comparison of numerical error analysis of some examples, it can be shown that the proposed method is an effective approach to uncertainty importance measure computation.

Probability density function (PDF) estimation is a fundamentally important problem for statistical pattern recognition. Independent component analysis (ICA) can be applied to the feature vectors so that the PDF estimation of a high dimensional vector can be converted to the PDF estimation of several 1-dimensional variables. However in practice we find that this PDF is in poor generalization ability for pattern classification because of the implied noise. Hence, this paper proposes an improvement of ICA based PDF estimation method. A latent variable model is built to separate the noise from the feature vector so that the pattern information and the noise can be dealt with respectively. Based on the latent variable model, a modified ICA based PDF is deduced. The validity of our proposed method is demonstrated by the experiments of off-line handwritten numeral recognition.

Multivariate online kernel density estimation with Gaussian kernels

In this paper we discuss non-parametric estimation of the probability density function (PDF) of a univariate random variable. This problem has been the subject of a vast amount of scientific literature in many domains: while statisticians are mainly interested in the analysis of the properties of proposed estimators, engineers treat the histogram as a ready-to-use tool for dataset analysis. By considering histogram data as a numerical sequence, a simple PDF estimator is presented in this paper. It is based on basic notions related to the reconstruction of a continuous-time signal from a sequence of samples and it is as accurate as kernel-based estimators, widely adopted in the statistical literature. The major properties of the proposed PDF estimator are discussed and then verified by simulations related to the common case of a normal density function.

We describe a method for estimating a probability density function when some of the sufficient statistics are known. The general form of the PDF is within the exponential family and is known as the exponentially embedded family. Using the proposed estimator new approaches to choosing features from a set of possible features become available, with the error metric being the Kullback-Liebler distance. Applications to subset selection in the context of multipath estimation as well as linear regression for machine learning are used to illustrate the practical utility of the method.

In this paper, survival data analysis is realized by applying Generalized Entropy Optimization Methods (GEOM). It is known that all statistical distributions can be obtained as distribution by choosing corresponding moment functions. However, Generalized Entropy Optimization Distributions (GEOD) in the form of distributions which are obtained on basis of Shannon measure and supplementary optimization with respect to characterizing moment functions, more exactly represent the given statistical data. For this reason, survival data analysis by GEOD acquires a new significance. In this research, the data of the life table for engine failure data (1980) is examined. The performances of GEOD are established by Chi-Square criteria, Root Mean Square Error (RMSE) criteria and Shannon entropy measure, Kullback-Leibler measure. Comparison of GEOD with each other in the different senses shows that along of these distributions (MinMaxEnt)4 is better in the senses of Shannon measure and of Kullback-Leibler measure. It is showed that, (MinMaxEnt)3 ((MaxMaxEnt)4) is more suitable for statistical data among (MinMaxEnt)m,m=1,2,3,4(MaxMaxEnt)m,m=1,2,3,4. Moreover, (MinMaxEnt)3 is better for statistical data than (MaxMaxEnt)4 in the sense of RMSE criteria. According to obtained distribution (MinMaxEnt)3 (MaxMaxEnt)4 estimator of Probability Density Function f^ (t), Cumulative Distribution Functio F^ (t) , Survival Function Ŝ(t) and Hazard Rate ĥ(t) are evaluated and graphically illustrated. The results are acquired by using statistical software MATLAB.

This article presents an original analytical expression for an upper bound on the optimum joint decoding capacity of Wyner circular Gaussian cellular multiple access channel (C-GCMAC) for uniformly distributed mobile terminals (MTs). This upper bound is referred to as Hadamard upper bound (HUB) and is a novel application of the Hadamard inequality established by exploiting the Hadamard operation between the channel fading matrix G and the channel path gain matrix Ω. This article demonstrates that the actual capacity converges to the theoretical upper bound under the constraints like low signal-to-noise ratios and limiting channel path gain among the MTs and the respective base station of interest. In order to determine the usefulness of the HUB, the behavior of the theoretical upper bound is critically observed specially when the inter-cell and the intra-cell time sharing schemes are employed. In this context, we derive an analytical form of HUB by employing an approximation approach based on the estimation of probability density function of trace of Hadamard product of two matrices, i.e., G and Ω. A closed form of expression has been derived to capture the effect of the MT distribution on the optimum joint decoding capacity of C-GCMAC. This article demonstrates that the analytical HUB based on the proposed approximation approach converges to the theoretical upper bound results in the medium to high signal to noise ratio regime and shows a reasonably tighter bound on optimum joint decoding capacity of Wyner GCMAC.

Goodness of fit tests for weighted histograms

Probability estimation and information principles

Parzen estimators are often used for nonparametric estimation of probability density functions. The smoothness of such an estimation is controlled by the smoothing parameter. A problem-dependent criterion for its value is proposed and illustrated by some examples. Especially in multimodal situations, this criterion led to good results.

Many statistic based machine learning methods depend on the estimation of probability density function from observations. Non-parametric density estimation algorithms based on minimizing expirical risk using support vector machine (SVM) are quite general and powerful, but have a significant disadvantage in the smoothness of estimation result. In this paper, we studies the vicinal risk minimization based estimation algorithm, and propose a new construction algorithm of vicinity function. Experiments are carried out which prove that the performance of new algorithm is obviously improved.

The moment-independent global sensitivity (MIGS) analysis can help decision makers to efficiently reduce the uncertainty of model output. This article proposes a novel single-loop simulation (NSLS) method for MIGS analysis. Through an interval discretization strategy, estimation of probability density functions (PDFs) in existing methods is transformed to estimation of the marginal probability of the input, the marginal probability of the output and the joint probability of the inputs–output in NSLS, which avoids the computational complexity and error resulting from PDF estimation in MIGS analysis. To drastically reduce the computational cost of NSLS to estimate the MIGS index, an NSLS-based adaptive kriging (NSLS-AK) method is subsequently developed. In NSLS-AK, a rough global kriging model is first constructed, then this kriging model is adaptively updated until the convergent condition is satisfied for accurately and efficiently predicting the responses of the samples in estimating the MIGS index.

Estimation of probability density functions based on available data is important problem arising in various fields, such as telecommunications, machine learning, data mining, pattern recognition and computer vision. In this paper, we consider Kernel-based non-parametric density estimation methods and derive formulae for variable kernel density estimation using generalized, elliptic Gaussian kernels. The proposed technique is verified on simulated data.