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Estimation of probability density functions, whether by kernel density estimation, log-spline estimation or other methods.
5
votes
Appropriate Kernel for Kernel density estimation
Depending on what is meant by 'most appropriate', the short answer likely is that there is no method that is mutually agreed upon to lead to a most appropriate kernel. Also, the choice of the smoothin …
3
votes
1
answer
67
views
Is this a known or valid divergence between two densities?
I am testing various metrics for learning a density estimate. Specifically, I have a sample of data from a distribution $p$, and am learning a function $f$ to estimate $p$ by minimizing a distance or …