An Improved Variable Kernel Density Estimator Based on <i>L</i><sub>2</sub> Regularization

The nature of the kernel density estimator (KDE) is to find the underlying probability density function (<i>p.d.f</i>) for a given dataset. The key to training the KDE is to determine the optimal bandwidth or Parzen window. All the data points share a fixed bandwidth (scalar for univaria...

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Bibliographic Details
Main Authors: Yi Jin, Yulin He, Defa Huang
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/16/2004