Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating

DOI10.1080/10618600.2018.1549052MaRDI QIDQ3391268zbMATH OpenOpenAlexWikidataFDO

Authors Nicolas Langrené, Xavier Warin

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.00993

zbMATH Keywords

adaptive bandwidthballoon bandwidthfast convolutionfast k-nearest-neighborfast kernel regressionfast kernel summation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• The Fast Gauss Transform
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• Variable kernel density estimation

Cited in

(10)

• A fast and objective multidimensional kernel density estimation method: fastKDE
• Fast and accurate computation for kernel estimators
• Statistical learning for probability-constrained stochastic optimal control
• Stochastic distance transform: theory, algorithms and applications
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• Fast kernel conditional density estimation: a dual-tree Monte Carlo approach
• Microstructure-informed probability-driven point-particle model for hydrodynamic forces and torques in particle-laden flows
• Quick multivariate kernel density estimation for massive data sets
• Testing the missing at random assumption in generalized linear models in the presence of instrumental variables
• Multiscale jump testing and estimation under complex temporal dynamics

Describes a project that uses

Uses Software

• Matplotlib
• Algorithm 908
• AS 176
• StOpt
• KernSmooth
• ElemStatLearn

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