Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams
From MaRDI portal
Publication:2515426
Recommendations
- An incremental kernel density estimator for data stream computation
- On Sequential Data-Driven Density Estimation
- A data-driven kernel estimator of the density function
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Dynamic density estimation with diffusive Dirichlet mixtures
- A fast and objective multidimensional kernel density estimation method: fastKDE
- Kernel density estimation for dynamical systems
- Kernel-based hybrid random fields for nonparametric density estimation
- Data-dependent k/sub n/-NN and kernel estimators consistent for arbitrary processes
Cites work
- A Brief Survey of Bandwidth Selection for Density Estimation
- FRSDE: Fast reduced set density estimator using minimal enclosing ball approximation
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 5241931 (Why is no real title available?)
- On Estimation of a Probability Density Function and Mode
- On Information and Sufficiency
Cited in
(5)- Multivariate online kernel density estimation with Gaussian kernels
- FRSDE: Fast reduced set density estimator using minimal enclosing ball approximation
- An incremental kernel density estimator for data stream computation
- scientific article; zbMATH DE number 7267118 (Why is no real title available?)
- Regression estimation by local polynomial fitting for multivariate data streams
This page was built for publication: Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2515426)