Information geometric density estimation
Author(s) -
Ke Sun,
Stéphane MarchandMaillet
Publication year - 2015
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4905982
Subject(s) - density estimation , kernel density estimation , estimator , multivariate kernel density estimation , computer science , probability density function , variable kernel density estimation , information geometry , point process , kernel (algebra) , statistical manifold , artificial intelligence , mathematics , kernel method , mathematical optimization , algorithm , statistics , geometry , support vector machine , discrete mathematics , scalar curvature , curvature
We investigate kernel density estimation where the kernel function varies from point to point. Density estimation in the input space means to find a set of coordinates on a statistical manifold. This novel perspective helps to combine efforts from information geometry and machine learning to spawn a family of density estimators. We present example models with simulations. We discuss the principle and theory of such density estimation
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