A forward-constrained regression algorithm for sparse kernel density estimation
Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward-constrained regression (FCR) manner. The proposed algorithm selects significant kernels one at a time, while the leave-one-out (LOO) test score is minimized subject...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
2008-01-01.
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Subjects: | |
Online Access: | Get fulltext Get fulltext |