Form of kernel density estimation in which the size of the kernels used is varied
In statistics, adaptive or "variable-bandwidth" kernel density estimation is a form of kernel density estimation in which the size of the kernels used in the estimate are varied
depending upon either the location of the samples or the location of the test point.
It is a particularly effective technique when the sample space is multi-dimensional.
[1]
^D. G. Terrell; D. W. Scott (1992). "Variable kernel density estimation". Annals of Statistics. 20 (3): 1236–1265. doi:10.1214/aos/1176348768.
and 23 Related for: Variable kernel density estimation information
In statistics, kerneldensityestimation (KDE) is the application of kernel smoothing for probability densityestimation, i.e., a non-parametric method...
statistics, adaptive or "variable-bandwidth" kerneldensityestimation is a form of kerneldensityestimation in which the size of the kernels used in the estimate...
Kerneldensityestimation is a nonparametric technique for densityestimation i.e., estimation of probability density functions, which is one of the fundamental...
Julia: KernelEstimator.jl MATLAB: A free MATLAB toolbox with implementation of kernel regression, kerneldensityestimation, kernelestimation of hazard...
probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a function whose value...
visible Kernel (statistics), a weighting function used in kerneldensityestimation to estimate the probability density function of a random variable Integral...
distribution of the data, and often for densityestimation: estimating the probability density function of the underlying variable. The total area of a histogram...
nonparametric methods like kerneldensityestimation (Note: the smoothing kernels in this context have a different interpretation than the kernels discussed here)...
rectangular kernel (no weighting) or a triangular kernel are used. The rectangular kernel has a more straightforward interpretation over sophisticated kernels which...
probability distribution for a real-valued random variable. The general form of its probability density function is f ( x ) = 1 σ 2 π e − 1 2 ( x − μ σ...
integrated squared error (MISE) is used in densityestimation. The MISE of an estimate of an unknown probability density is given by E ‖ f n − f ‖ 2 2 = E...
functions are often used to represent the probability density function of a normally distributed random variable with expected value μ = b and variance σ2 = c2...
dependent variable (often called the 'outcome' or 'response' variable, or a 'label' in machine learning parlance) and one or more independent variables (often...
simple nonparametric estimate of a probability distribution. Kerneldensityestimation is another method to estimate a probability distribution. Nonparametric...
and the target variable is linear, the base learners may have an equally high accuracy as the ensemble learner. In machine learning, kernel random forests...
analysis in which the relationship between the independent variable x and the dependent variable y is modeled as an nth degree polynomial in x. Polynomial...
that the random variables under consideration are continuous and, where convenient, we will also assume that they have a probability density function (PDF)...
based on kerneldensityestimation. Eventually, objects converge to local maxima of density. Similar to k-means clustering, these "density attractors"...
may be computed easily in terms of the variables in the original space, by defining them in terms of a kernel function k ( x , y ) {\displaystyle k(x...