Nonparametric kernel density estimation by stochastic optimization methods

MaRDI QIDQ5487209zbMATH OpenFDO

Authors Vladimir I. Norkin

Publication date 19 September 2006

zbMATH Keywords

Cesàro averagingkernel density estimationLyapunov functionrobust estimationstochastic optimisationstochastic quasi-gradient method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Optimal stochastic control (93E20)

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(4)

• Fusion of hard and soft information in nonparametric density estimation
• Solving chance constrained optimal control problems in aerospace via kernel density estimation
• Estimation of probability density on the basis of the method of stochastic regularization
• Wilson Score Kernel Density Estimation for Bernoulli Trials

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