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stat.ME2026
A New Approach to Goodness of Fit for Ergodic Markov Processes
Vance Martin, Yoshihiko Nishiyama, John Stachurski +1
We introduce a new density-based goodness of fit test for ergodic Markov processes. Our test compares the data against the class of models specified in the null hypothesis, and rej…
stat.ME2022
Fully Data-driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score
Shunsuke Imai, Takuya Koriyama, Shouto Yonekura +2
We introduce a new deal of kernel density estimation using an exponentiated form of kernel density estimators. The density estimator has two hyperparameters flexibly controlling th…