Fast Algorithm for Choosing Blur Coefficients in Multidimensional Kernel Probability Density Estimates


Cite item

Full Text

Open Access Open Access
Restricted Access Access granted
Restricted Access Subscription Access

Abstract

A method is proposed for quickly choosing the blur coefficients of kernel functions in a non-parametric estimate of a multidimensional probability density of Rosenblatt–Parzen type. The technique is based on the analysis of the asymptotic properties of a multidimensional probability density estimate. The properties of the fast algorithm for choosing the blur coefficients of a kernel probability density estimate are investigated.

About the authors

A. V. Lapko

Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences; Reshetnev Siberian State University of Science and Technology

Author for correspondence.
Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

V. A. Lapko

Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences; Reshetnev Siberian State University of Science and Technology

Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

Supplementary files

Supplementary Files
Action
1. JATS XML

Copyright (c) 2019 Springer Science+Business Media, LLC, part of Springer Nature