Approximate inference of the bandwidth in multivariate kernel density estimation
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Publication:1942890
DOI10.1016/j.csda.2011.05.023zbMath1271.62083OpenAlexW2080964220MaRDI QIDQ1942890
Guido Sanguinetti, Maurizio Filippone
Publication date: 14 March 2013
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://eprints.gla.ac.uk/56330/1/56330.pdf
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Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation ⋮ Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints ⋮ Probabilistic learning on manifolds (PLoM) with partition ⋮ Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool ⋮ Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data ⋮ Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset ⋮ Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data ⋮ Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )d
Uses Software
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