All Questions
Tagged with nonparametric density-estimation
39
questions
1
vote
0
answers
190
views
Optimal bandwidth selection in conditional density estimation
Consider the situation that we are estimating a $d$-dimensional density (with suitable regularity conditions) using kernel density estimation,
[Method1,conditional density estimation] We can proceed ...
- 2,480
2
votes
1
answer
840
views
Scaling up the bandwidth for kernel density estimation
Suppose I have $(\mathbf{X}_1, \cdots, \mathbf{X}_n)$ from a multivariate distribution $f$. The multivariate KDE is
\begin{align*}
\widehat{f}_\mathbf{H}(\mathbf{x}) = n^{-1}\sum_{i=1}^{n}K_\mathbf{H}(...
- 621
1
vote
0
answers
53
views
Nonparametric density estimation, individual probablities
Consider the problem of doing nonparametric density estimation using kernel density estimator in the common form
$k(\frac{\textbf{x} - \mathbf{x_{j}}}{h})$,
$k(\textbf{u}) = \begin{cases}
1 & \...
- 121
0
votes
0
answers
33
views
Density estimation for points regularly spaced on a grid? Infer spacing between pdf peaks?
Due to a fundamental characteristic of the data, points are clustered together on a 1-D grid-like structure with equal spacing.
Plotting these points in a histogram shows a pdf with several ...
- 693
9
votes
2
answers
6k
views
Density estimation for large dataset
I have a unidimensional data set with more than 1000000 observations.
Assuming that those observations are independent realizations of the same random variable I need to estimate the underling ...
- 1,375
2
votes
1
answer
381
views
Learn a distribution from distributions on samples [closed]
There's many good ways to learn a distribution $p_X$ of an r.v. $X$ over $k$ symbols given many i.i.d. samples $X_1,\ldots, X_n$. The simplest is to use the sample relative frequencies $\hat{f}_X$ as ...
- 421
3
votes
3
answers
223
views
Literature on nonparametric density estimation
I am about to write my bachelor thesis about non-parametric density estimation, especially kernel density estimators and their application in classification. As I am quite new to looking for academic ...
- 33
16
votes
3
answers
5k
views
Where is density estimation useful?
After going through some slightly terse mathematics, I think I have a slight intuition of kernel density estimation. But I am also aware that estimating multivariate density for more than three ...
- 469
4
votes
3
answers
251
views
Fast multivariate unimodal density estimator
I have a sample $\boldsymbol{x}_i$ for $i$ in $1,\dots, n$, from a $d$ dimensional density $f(\boldsymbol{x})$ and I would like to estimate this unknown density. In addition I know that $f(\boldsymbol{...
- 3,264