Nonparametric-Estimation-via-Variance-Reduced-Sketching

Introduction

This repository contains the Python implementation of the methods and algorithms presented in the paper "Nonparametric Estimation via Variance-Reduced Sketching".

Features

• Implementation of nonparametric estimation algorithms.
• Variance reduction techniques for improved performance.
• Example datasets and scripts for demonstration.

Installation

Clone this repository to your local machine:

git clone https://github.com/[YourUsername]/Nonparametric-estimation-via-variance-reduced-sketching.git
cd Nonparametric-estimation-via-variance-reduced-sketching

Examples

Include any example scripts or commands to demonstrate the functionality of your code.

For instance:

python Density_Estimation_sin_diffd.py

Citation

If you use this code in your research, please cite our paper:

Yuehaw Khoo, Yifan Peng, and Daren Wang. "Nonparametric Estimation via Variance-Reduced Sketching." arXiv preprint arXiv:2401.11646 (2024).

Contact

For any queries, please reach out to [yifanpeng@uchicago.edu].