# Questions tagged [density-estimation]

Estimation of probability density functions, whether by kernel density estimation, log-spline estimation or other methods.

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### Kernel density estimation of AR(1)

I recently started playing around with estimation joint densities with Matlab using its mvksdensity function and at the moment I am fooling around with an autoregressive process of order 1 (AR(1)) ...
31 views

### DBSCAN vs Kernel Density Estimation [closed]

What is the difference between DBSCAN and Kernel Density Estimation
56 views

### Online density estimation and learning

Suppose that I have a system that at each time $t_i$ produces $N$ i.i.d samples of an unknown distribution $f(x;t)$. I want to estimate the distribution in an online manner. If I had only the ...
46 views

### Multivariate Normal density Calculation for every point in dataset

I am assuming a multivariate dataset to be normally distributed. First I calculated mean and var-covariance matrix, then to calculate density at each point in the dataset. I used the below code: ...
25 views

### How to fit a line between areas of high density? (find valley between hills in 3D)

My data are a number of points in 2 dimensions. There are areas that are more dense. I run a kernel density estimation with a Gaussian filter that gives me a result similar to the picture (of course, ...
21 views

### Empirical conditional density of continuous variables

I have a dataframe, with data of several continuous variables. The variables are not independent. My goal is to sample from the distribution that generated this data. What's a relatively easy and ...
13 views

### evaluating an empirical multivariate PDF in python

I have multivariate (bivariate in the simplest case) residuals from a VAR time series regression and I'd like to estimate the joint pdf and then be able to draw from this pdf. If I have bivariate ...
12 views

### Distance between two multivariate kernel density estimates

I tried using the ks2samp to compare two multivariate kernel density estimates. Is it the right way to compare two multivariate densities?
21 views

### Kernel density estimates comparison in a multivariate setting

I have a dataset with 64 features and binary labels (class 1 and class 2). Before I fit any classification models, I wanted to check whether the samples belonging to the two classes come from the same ...
83 views

### Kernel Density Estimation for bimodal distribution with Python

I have a bimodal distribution for the range [-0.1, 0.1] which can be viewed here: I want to train/fit a Kernel Density Estimation (KDE) on the bimodal distribution as shown in the picture and then, ...
88 views

### How to avoid smoothing to 0 at edges of R density plot

When using the density function in R, it includes smooth transitions down to 0 at both ends of the data. Is there a way to prevent this? As a trivial example, ...
33 views

### Constrained Nonparametric Density Estimation with Right Censoring

Is anyone aware if there is any available open source R (or other language) code which implements non-parametric estimation of the failure time density function subject to a monotonicity constraint on ...
42 views

I am following the course CS294-158  and got stuck with the first exercise that requests to implement the MADE paper (see here ). My implementation in TensorFlow  achieves results that are ...
25 views

### How to plot density for repeated k-fold cross validation?

Long story short, I conducted regression using repeated k-fold cross validation. While messing around I decided to plot the density of the R-squared distribution for the resampling. Obviously there ...
50 views

### In a lognormal distribution, is the median further left than when the variable is logged?

I created a kernel density estimate of the earnings distribution in South Africa in 2017, quarter 4, using Stata. I summarized the earnings variable, putting a sampling weight as an analytical weight ...
39 views

### How Parzen window density estimate $f_n$ converges to f

I am trying to understand how Parzen window density estimate converges to actual density function f(x).[Actually i am trying to learn machine learning on my own using available free resources. Please ...
39 views