A complete efficient FFT-based algorithm for nonparametric kernel density estimation

DOI10.1007/978-3-319-59060-8_7MaRDI QIDQ5077582zbMATH OpenOpenAlexFDO

Authors J. Gramacki, A. Gramacki

Publication date 18 May 2022

Published in Artificial Intelligence and Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-59060-8_7

zbMATH Keywords

fast Fourier transformmultivariate kernel density estimationnonparametric estimationunconstrained bandwidth matrix

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Numerical methods for discrete and fast Fourier transforms (65T50)

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Cited in

(10)

• Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method
• FFT-based fast bandwidth selector for multivariate kernel density estimation
• A faster algorithm to estimate multiresolution densities
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• A new multivariable nonparametric kernel density estimation model and its application
• Nonparametric kernel density estimation and its computational aspects
• An application of Fourier transforms in nonparametric statistics
• Graphics processing units in acceleration of bandwidth selection for kernel density estimation
• Iterative kernel density estimation from noisy-dependent observations
• The Berkelmans–Pries dependency function: A generic measure of dependence between random variables

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