Fast kernel conditional density estimation: a dual-tree Monte Carlo approach

DOI10.1016/j.csda.2010.01.011zbMath1284.65006OpenAlexW2063046373MaRDI QIDQ2445624

Charles L. jun. Isbell, Alexander Gray, Michael P. Holmes

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.01.011

zbMATH Keywords

Monte Carlofast algorithmsscalabilitylarge datasetsdual-treekernel conditional density estimation

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (7)

Filter-type variable selection based on information measures for regression tasks ⋮ Adaptive Estimation of a Conditional Density ⋮ Non compact estimation of the conditional density from direct or noisy data ⋮ Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions ⋮ Multibody multipole methods ⋮ Explaining predictive models using Shapley values and non-parametric vine copulas ⋮ Explaining individual predictions when features are dependent: more accurate approximations to Shapley values

Cites Work

• A crossvalidation method for estimating conditional densities
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• On Conditional Density Estimation
• Bandwidth selection for kernel conditional density estimation.
• Unnamed Item

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