Email this article A fast optimization technique for the regression estimation of the probability density of a one-dimensional random variable
- Authors: Lapko A.V.1,2, Lapko V.A.1,2
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Affiliations:
- Institute of Computational Modelling SB RAS
- Reshetnev Siberian State University of Science and Technology
- Issue: No 2 (2024)
- Pages: 123-131
- Section: Analysis of Signals, Audio and Video Information
- URL: https://journals.rcsi.science/2071-8594/article/view/265527
- DOI: https://doi.org/10.14357/20718594240210
- EDN: https://elibrary.ru/CEACUQ
- ID: 265527
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Abstract
A method is proposed for the fast selection of the blurriness coefficient of the kernel functions of the regression estimation of the probability density of a one-dimensional random variable. For a fast selection, the results of studying the asymptotic properties of the regression estimate of the probability density are used. A method for estimating the components of the optimal blurriness coefficient is proposed. The method of computational experiment is used to analyze the effectiveness of the proposed approach for a fast selection of the blurriness coefficient of the regression estimate of the probability density for a family of lognormal distribution laws for different volumes of initial data, and promising procedures for sampling the range of values of a random variable.
About the authors
Alesander V. Lapko
Institute of Computational Modelling SB RAS; Reshetnev Siberian State University of Science and Technology
Author for correspondence.
Email: lapko@icm.krasn.ru
Doctor of Technical Sciences, Professor, Honored Scientist of the Russian Federation, Honorary Worker of Higher Professional Education of the Russian Federation, Chief Researcher, Professor of the Department of Space Facilities and Technologies
Russian Federation, Krasnoyarsk; KrasnoyarskVasiliy A. Lapko
Institute of Computational Modelling SB RAS; Reshetnev Siberian State University of Science and Technology
Email: valapko@yandex.ru
Doctor of Technical Sciences, Professor, Leading Researcher, Head of the Department of Space Facilities and Technologies
Russian Federation, Krasnoyarsk; KrasnoyarskReferences
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