Approximate inference of the bandwidth in multivariate kernel density estimation

Computational Statistics and Data Analysis

Volumn 55, Issue 12, 2011, Pages 3104-3122

  Filippone, Maurizio ^a   Sanguinetti, Guido ^b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Bayesian inference; Expectation propagation; Kernel density estimation; Multivariate analysis

Indexed keywords

APPROXIMATE BAYESIAN; APPROXIMATE INFERENCE; BAYESIAN INFERENCE; DATA DISTRIBUTION; DATA-DRIVEN; DENSITY ESTIMATION; EXPECTATION PROPAGATION; EXPERIMENTAL VALIDATIONS; HIGH DIMENSIONS; ITERATIVE PROCEDURES; KERNEL DENSITY ESTIMATION; LEAVE-ONE-OUT CROSS VALIDATIONS; MULTI VARIATE ANALYSIS; NONPARAMETRIC METHODS; ONLINE LEARNING; PLUG-INS; POSTERIOR DISTRIBUTIONS;

ASYMPTOTIC ANALYSIS; BANDWIDTH; BAYESIAN NETWORKS; INFERENCE ENGINES; MULTIVARIANT ANALYSIS;

ESTIMATION;

EID: 79961168680     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2011.05.023     Document Type: Article

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