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Robust Kernel Density Estimation with Median-of-Means principle

ICML 2022 · Learning theory and algorithms › Sample complexity · approach: Density and property estimation · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace the full-sample KDE average with the median of block-wise KDE estimatesKernel density estimation · Synthetic data: uniform, regular Gaussian, thin Gaussian, and adversarial thin Gaussian contaminationJensen-Shannon divergenceHelped
Replace the full-sample KDE average with the median of block-wise KDE estimatesKernel density estimation · Banana, German, Titanic, Breast-cancer, Iris, and DigitsAUCHelped
Use MoM-KDE instead of RKDE or SPKDERobust kernel density estimation · Computational complexityLearning complexityHelped
Use MoM-KDE instead of SPKDERobust kernel density estimation · Non-uniform synthetic contaminationJensen-Shannon divergenceHelped
Use MoM-KDE instead of RKDERobust kernel density estimation · Adversarial thin Gaussian contaminationJensen-Shannon divergenceHelped
Use MoM-KDE for density-based anomaly detectionDensity estimator · Synthetic uniform and adversarial contaminationAUCNo clear effect
Use MoM-KDE instead of competing estimatorsDensity-based anomaly detection · Digits scenariosAUCMixed
Use MoM-KDE with more than twice as many blocks as outliersMoM-KDE · O ∪ I frameworkL1 consistencyHelped
Use MoM-KDE with the stated block-count conditionMoM-KDE · O ∪ I frameworkL∞ convergence rateHelped

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