kernel density estimation
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1answer
51 views
Confidence bounds for PDF
I build confidence bounds for estimating PDF of the empirical sample using bootstrapping:
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3
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0answers
77 views
Proving the convergence of KDE algorithms when the samples are non-i.i.d
I am currently working on convergence proof for a new method for non-parametric importance sampling, and I need some help...
My method uses an MCMC algorithm to generate a set of dependent $M$ ...
3
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0answers
188 views
Averaged continuous Kernel Density Estimates in lieu of a discrete Kernel Density Estimate in Monte Carlo Proceedure
I am thinking of using this code in a Monte Carlo routine to generate Kernel Density Estimates for subsequent use in a Naive Bayes Classifier (see this earlier post).
The author of the code states ...
2
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0answers
78 views
Bandwidth selection for smooth reliability diagram
Following up on "How to evaluate quality of probability estimator for Bernoulli experiments?", I want to visualize the quality of an estimator for probability forecasting using a Reliability Diagram.
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1
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0answers
11 views
Efficent global minimum search of costly to evaluate low dimensional error function
Trying to minimize the error from a probabilistic regression model which is composed of hierarchical KDE estimated PDFs. The top level is the result of 2-4 separate meta-PDFs from different data ...
1
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0answers
74 views
Sheather-Jones bandwidth algorithm implementation in java?
The Sheather-Jones method for selecting an appropriate bandwidth for kernel density estimation generally produces better results than simpler methods such as Silverman's rule of thumb and Scott's ...
