Kernel density estimation with adaptive varying window size
نویسندگان
چکیده
A new method of kernel density estimation with a varying adaptive window size is proposed. It is based on the socalled intersection of confidence intervals (ICI) rule. Several examples of the proposed method are given for different types of densities and the quality of the adaptive density estimate is assessed by means of numerical simulations. 2002 Elsevier Science B.V. All rights reserved.
منابع مشابه
Nonparametric density estimation with adaptive varying window size
We propose a new method of kernel density estimation with a varying adaptive window width. This method is different from traditional ones in two aspects. First, we use symmetric as well as nonsymmetric left and right kernels with discontinuities and show that the fusion of these estimates results in accuracy improvement. Second, we develop estimates with adaptive varying window widths based on ...
متن کاملAdaptive kernel density estimation
This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an “adaptive kernel” approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated density functions.
متن کاملOn the Adaptive Nadaraya-watson Kernel Regression Estimators
Nonparametric kernel estimators are widely used in many research areas of statistics. An important nonparametric kernel estimator of a regression function is the Nadaraya-Watson kernel regression estimator which is often obtained by using a fixed bandwidth. However, the adaptive kernel estimators with varying bandwidths are specially used to estimate density of the long-tailed and multi-mod dis...
متن کاملAdaptive Kernels and Occam ' S Razor in Inversionproblemsr
Following the adaptive-kernel methods in density estimation theory we extend the quantiied maximum entropy concept by locally varying correlations. The smoothing property of the adaptive kernels are determined self-consistently in the framework of Bayesian probability theory with Occam's razor as driving force for the simplest model consistent with the data. The power of the adaptive-kernel app...
متن کاملAdaptive Minimum Bit-Error-Rate Filtering
Adaptive filtering has traditionally been developed based on the minimum mean square error (MMSE) principle and has found ever-increasing applications in communications. The paper develops adaptive filtering based on an alternative minimum bit error rate (MBER) criterion for communication applications. It is shown that the MBER filtering exploits the non-Gaussian distribution of filter output e...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Pattern Recognition Letters
دوره 23 شماره
صفحات -
تاریخ انتشار 2002