Self-Adaptive Density Estimation of Particle Data

Self-Adaptive Density Estimation of Particle Data

We present a study of density estimation, the conversion of discrete particle positions to a continuous field of particle density defined over a 3D Cartesian grid. The study features a methodology for evaluating the accuracy and performance of various density estimation methods, results of that evaluation for four density estimators, and a large-scale parallel algorithm for a self-adaptive meth...

Self Adaptive Particle Filter

The particle filter has emerged as a useful tool for problems requiring dynamic state estimation. The efficiency and accuracy of the filter depend mostly on the number of particles used in the estimation and on the propagation function used to re-allocate these particles at each iteration. Both features are specified beforehand and are kept fixed in the regular implementation of the filter. In ...

Adaptive Dantzig density estimation

This paper deals with the problem of density estimation. We aim at building an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Candès and Tao’s approach, we propose an l1-minimization under an adaptive Dantzig constraint coming from sharp concentration inequalities. This allows to consider a wide class of dictionaries. Under local or global coher...

Adaptive mixture density estimation

A~trac t -A recursive, nonparametric method is developed for performing density estimation derived from mixture models, kernel estimation and stochastic approximation. The asymptotic performance of the method, dubbed "adaptive mixtures" (Priebe and Marchette, Pattern Recognition 24, 1197-1209 (1991)) for its data-driven development of a mixture model approximation to the true density, is invest...

Location-Adaptive Density Estimation