pith:TFVTTZHX
Predictive Inference via Kernel Density Estimates
Kernel density estimator and recursive kernel predictive processes converge weakly almost surely, with the classic version limiting to compact support and the recursive version to non-compact support.
arxiv:2605.14008 v1 · 2026-05-13 · stat.ME · math.ST · stat.TH
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Claims
We show that both processes converge weakly almost surely, which opens the door for new Bayesian interpretations of kernel density estimation. Surprisingly, the process based on the classic kernel density estimates converges to a compactly supported measure, while the recursive version converges to a non-compactly supported measure.
The underlying data are i.i.d. draws from an unknown distribution, and the kernel and bandwidth sequence satisfy standard regularity conditions that enable weak convergence of the predictive processes.
Kernel density estimator and recursive kernel predictive processes converge weakly almost surely, with the classic version limiting to compact support and the recursive version to non-compact support.
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| First computed | 2026-05-17T23:39:13.089671Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
996b39e4f780195e796a9c798b64b21d8eb88e7bc428bc99fe4809215f04a1be
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/TFVTTZHXQAMV46LKTR4YWZFSDW \
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Canonical record JSON
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