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2 votes
0 answers
41 views

Unexpected zero on posterior density of Dirichlet process mixture

I was reading this notebook from the PyMC3 documentation about Dirichlet Process Mixtures and, on the last figure, the estimated density reaches almost zero for a particular value, despite the ...
PedroSebe's user avatar
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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 & \...
Martin's user avatar
  • 121