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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 …
Travis L's user avatar
  • 181
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 …
Travis L's user avatar
  • 181