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We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incroporating 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.

AIM: The Hutchinsonian hypervolume is the conceptual foundation for many lines of ecological and evolutionary inquiry, including functional morphology, comparative biology, community ecology and niche theory. However, extant methods to sample from hypervolumes or measure their geometry perform poorly on high‐dimensional or holey datasets. INNOVATION: We first highlight the conceptual and computational issues that have prevented a more direct approach to measuring hypervolumes. Next, we present a new multivariate kernel density estimation method that resolves many of these problems in an arbitrary number of dimensions. MAIN CONCLUSIONS: We show that our method (implemented as the ‘hypervolume’ R package) can match several extant methods for hypervolume geometry and species distribution modelling. Tools to quantify high‐dimensional ecological hypervolumes will enable a wide range of fundamental descriptive, inferential and comparative questions to be addressed.

Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well-known boundary bias issues a conventional kernel density estimator would necessarily face in this situation. Transforming the variable of interest into a variable whose density has unconstrained support, estimating that density, and obtaining an estimate of the density of the original variable through back-transformation, seems a natural idea to easily get rid of the boundary problems. In practice, however, a simple and efficient implementation of this methodology is far from immediate, and the few attempts found in the literature have been reported not to perform well. In this article, the main reasons for this failure are identified and an easy way to correct them is suggested. It turns out that combining the transformation idea with local likelihood density estimation produces viable density estimators, mostly free from boundary issues. Their asymptotic properties are derived, and a practical cross-validation bandwidth selection rule is devised. Extensive simulations demonstrate the excellent performance of these estimators compared to their main competitors for a wide range of density shapes. In fact, they turn out to be the best choice overall. Finally, they are used to successfully estimate a density of nonstandard shape supported on [0, 1] from a small-size real data sample.

Let X₁, ..., X n be independent and identically distributed random vectors with a (Lebesgue) density f. We first prove that, with probability 1, there is a unique log-concave maximum likelihood estimator f n of f. The use of this estimator is attractive because, unlike kernel density estimation, the method is fully automatic, with no smoothing parameters to choose. Although the existence proof is non-constructive, we can reformulate the issue of computing f n in terms of a non-differentiable convex optimization problem, and thus combine techniques of computational geometry with Shor's r-algorithm to produce a sequence that converges to f n . An R version of the algorithm is available in the package LogConcDEAD—log-concave density estimation in arbitrary dimensions. We demonstrate that the estimator has attractive theoretical properties both when the true density is log-concave and when this model is misspecified. For the moderate or large sample sizes in our simulations, f n is shown to have smaller mean integrated squared error compared with kernel-based methods, even when we allow the use of a theoretical, optimal fixed bandwidth for the kernel estimator that would not be available in practice. We also present a real data clustering example, which shows that our methodology can be used in conjunction with the expectation-maximization algorithm to fit finite mixtures of log-concave densities.

Data from camera traps that record the time of day at which photographs are taken are used widely to study daily activity patterns of photographed species. It is often of interest to compare activity patterns, for example, between males and females of a species or between a predator and a prey species. In this article we propose that the similarity between two activity patterns may be quantified by a measure of the extent to which the patterns overlap. Several methods of estimating this overlap measure are described and their comparative performance for activity data is investigated in a simulation study. The methods are illustrated by comparing activity patterns of three sympatric felid species using data from camera traps in Kerinci Seblat National Park, Sumatra.

Accurately characterizing the statistical fluctuations of vehicle radar cross sections (RCSs) across polarization states and azimuthal sectors is essential for evaluating detection performance, conducting probabilistic simulations, and analyzing target features in millimeter-wave radar systems. Existing one-dimensional RCS statistical models, including Weibull, Chi-square, Lognormal, Rice, and Gaussian distributions, are often limited by their restricted functional expressiveness, making it difficult to simultaneously capture skewness, tail thickness, and azimuthal dependence under narrow angular-domain conditions. In addition, purely nonparametric approaches tend to produce spurious modes under finite-sample conditions and lack interpretable structural priors. To address these limitations, this paper proposes a Unimodal RCS Semiparametric Density Estimator (URCS-SDE) tailored for ground-vehicle targets. The proposed approach adopts kernel density estimation (KDE) as a data-driven baseline representation and incorporates physically plausible structural constraints through unimodal shape projection. Then a beta-type tail template is further introduced in the normalized amplitude domain to regulate boundary decay behavior. Finally, weighted least-squares calibration is performed on the histogram grid of the empirical probability density function (PDF), achieving a balanced trade-off between fitting accuracy and stability in both the peak and tail regions. Using multi-azimuth RCS measurements of two representative ground vehicles, the URCS-SDE is systematically compared with five classical parametric distributions and a representative regularized mixture density network (MDN) baseline. Performance is evaluated under both full-azimuth and directional-window conditions using the sum of squared errors (SSE), root mean squared error (RMSE), coefficient of determination (R-square) and held-out negative log-likelihood (NLL). The results show that the URCS-SDE consistently provides the most accurate and stable density estimates, especially in narrow angular windows. In addition, a threshold-based detection-support example derived from the fitted PDFs demonstrates that the advantage of the URCS-SDE transfers from density reconstruction to a directly engineering-relevant downstream quantity.

We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing kernel Hilbert space of the Gaussian process and the small ball probabilities of the Gaussian process. We determine these quantities for a range of examples of Gaussian priors and in several statistical settings. For instance, we consider the rate of contraction of the posterior distribution based on sampling from a smooth density model when the prior models the log density as a (fractionally integrated) Brownian motion. We also consider regression with Gaussian errors and smooth classification under a logistic or probit link function combined with various priors.

We study generalized density-based clustering in which sharply defined clusters such as clusters on lower-dimensional manifolds are allowed. We show that accurate clustering is possible even in high dimensions. We propose two data-based methods for choosing the bandwidth and we study the stability properties of density clusters. We show that a simple graph-based algorithm successfully approximates the high density clusters.

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing summary statistics s obs from the data and simulating summary statistics for different values of the parameter Θ. The posterior distribution is then approximated by an estimator of the conditional density g(Θ|s obs ). In this paper, we derive the asymptotic bias and variance of the standard estimators of the posterior distribution which are based on rejection sampling and linear adjustment. Additionally, we introduce an original estimator of the posterior distribution based on quadratic adjustment and we show that its bias contains a fewer number of terms than the estimator with linear adjustment. Although we find that the estimators with adjustment are not universally superior to the estimator based on rejection sampling, we find that they can achieve better performance when there is a nearly homoscedastic relationship between the summary statistics and the parameter of interest. To make this relationship as homoscedastic as possible, we propose to use transformations of the summary statistics. In different examples borrowed from the population genetics and epidemiological literature, we show the potential of the methods with adjustment and of the transformations of the summary statistics. Supplemental materials containing the details of the proofs are available online.

Many practical problems, especially some connected with forecasting, require nonparametric estimation of conditional densities from mixed data. For example, given an explanatory data vector X for a prospective customer, with components that could include the customer's salary, occupation, age, sex, marital status, and address, a company might wish to estimate the density of the expenditure, Y, that could be made by that person, basing the inference on observations of (X, Y) for previous clients. Choosing appropriate smoothing parameters for this problem can be tricky, not in the least because plug-in rules take a particularly complex form in the case of mixed data. An obvious difficulty is that there exists no general formula for the optimal smoothing parameters. More insidiously, and more seriously, it can be difficult to determine which components of X are relevant to the problem of conditional inference. For example, if the jth component of X is independent of Y, then that component is irrelevant to estimating the density of Y given X, and ideally should be dropped before conducting inference. In this article we show that cross-validation overcomes these difficulties. It automatically determines which components are relevant and which are not, through assigning large smoothing parameters to the latter and consequently shrinking them toward the uniform distribution on the respective marginals. This effectively removes irrelevant components from contention, by suppressing their contribution to estimator variance; they already have very small bias, a consequence of their independence of Y. Cross-validation also yields important information about which components are relevant; the relevant components are precisely those that cross-validation has chosen to smooth in a traditional way, by assigning them smoothing parameters of conventional size. Indeed, cross-validation produces asymptotically optimal smoothing for relevant components, while eliminating irrelevant components by oversmoothing. In the problem of nonparametric estimation of a conditional density, cross-validation comes into its own as a method with no obvious peers.