Probability density estimation using artificial neural networks

DOI10.1016/S0010-4655(00)00235-6MaRDI QIDQ5936506zbMATH OpenOpenAlexFDO

Authors Aristidis Likas

Publication date 3 April 2002

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0010-4655(00)00235-6

zbMATH Keywords

Gaussian mixturesmultilayer perceptionneural networksnumerical examplesprobability density estimation

Mathematics Subject Classification ID

Point estimation (62F10) Learning and adaptive systems in artificial intelligence (68T05)

Review text

The paper deals with the probability density function (pdf) estimation problem. The use of multilayer perceptions (MLPs) as models for pdf estimation is proposed. A training procedure for adjusting the parameters of the MLP is developed, so the likelihood is maximized. The basic approach to pdf estimation using MLP is considered, concerning numerical integration issues. A new approach is proposed and discussed in details. Some comparative experimental results are presented to illustrate the advantages of the developed approach and to illuminate possible future research directions.

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• MERLIN-3. 0. A multidimensional optimization environment
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Neural network training and simulation using a multidimensional optimization system

Cited in

(8)

• Novel and simple non-parametric methods of estimating the joint and marginal densities
• A new parametric method of estimating the joint probability density
• Probability density estimation using adaptive activation function neurons
• scientific article; zbMATH DE number 1784861 (Why is no real title available?)
• Artificial Intelligence and Soft Computing - ICAISC 2004
• scientific article; zbMATH DE number 1415163 (Why is no real title available?)
• Deep learning for limit order books
• Nonparametric density estimation with nonuniform B-spline bases

Describes a project that uses

Uses Software

• MERLIN

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