Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating

DOI10.1080/10618600.2018.1549052OpenAlexW2771431055WikidataQ128854651 ScholiaQ128854651MaRDI QIDQ3391268

Xavier Warin, Nicolas Langrené

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.00993

zbMATH Keywords

fast convolutionadaptive bandwidthfast kernel summationballoon bandwidthfast k-nearest-neighborfast kernel regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Testing the missing at random assumption in generalized linear models in the presence of instrumental variables ⋮ Microstructure-informed probability-driven point-particle model for hydrodynamic forces and torques in particle-laden flows ⋮ Stochastic distance transform: theory, algorithms and applications ⋮ Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ Statistical learning for probability-constrained stochastic optimal control ⋮ Multiscale jump testing and estimation under complex temporal dynamics

Uses Software

• KernSmooth
• Matplotlib
• ElemStatLearn
• Algorithm 908
• AS 176
• StOpt

Cites Work

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• A distributed kernel summation framework for general‐dimension machine learning
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• Quasi double-precision in floating point addition
• A Nonparametric Estimate of a Multivariate Density Function
• A comparison of methods for accurate summation
• The Fast Gauss Transform

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