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...

Full description

Bibliographic Details
Main Authors: Hong, Xia (Author), Chen, Sheng (Author), Harris, Chris J. (Author)
Format: Article
Language:English
Published: 2008-01-01.
Subjects:
Online Access:Get fulltext
Get fulltext