Multivariate Density Estimation Using a Multivariate Weighted Log-Normal Kernel

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Feature significance for multivariate kernel density estimation

Multivariate kernel density estimation provides information about structure in data. Feature significance is a technique for deciding whether features – such as local extrema – are statistically significant. This paper proposes a framework for feature significance in d-dimensional data which combines kernel density derivative estimators and hypothesis tests for modal regions. For the gradient a...

متن کامل

Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC

Kernel density estimation for multivariate data is an important technique that has a wide range of applications in econometrics and finance. However, it has received significantly less attention than its univariate counterpart. The lower level of interest in multivariate kernel density estimation is mainly due to the increased difficulty in deriving an optimal datadriven bandwidth as the dimens...

متن کامل

A variable bandwidth selector in multivariate kernel density estimation

Based on a random sample of size n from an unknown d-dimensional density f , the problem of selecting the variable (or adaptive) bandwidth in kernel estimation of f is investigated. The common strategy is to express the variable bandwidth at each observation as the product of a local bandwidth factor and a global smoothing parameter. For selecting the local bandwidth factor a method based on cl...

متن کامل

Ensemble weighted kernel estimators for multivariate entropy estimation

The problem of estimation of entropy functionals of probability densities has received much attention in the information theory, machine learning and statistics communities. Kernel density plug-in estimators are simple, easy to implement and widely used for estimation of entropy. However, for large feature dimension d, kernel plug-in estimators suffer from the curse of dimensionality: the MSE r...

متن کامل

Multivariate online kernel density estimation with Gaussian kernels

We propose a novel approach to online estimation of probability density functions, which is based on kernel density estimation (KDE). The method maintains and updates a non-parametric model of the observed data, from which the KDE can be calculated. We propose an online bandwidth estimation approach and a compression/revitalization scheme which maintains the KDE’s complexity low. We compare the...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Sankhya A

سال: 2018

ISSN: 0976-836X,0976-8378

DOI: 10.1007/s13171-018-0125-y