Batch Multivariate Bandwidth Estimator for KDE 1.0

Date Added: September 14, 2013 | Visits: 261

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Batch multivariate kernel density estimator from weighted data.The submission includes a code for estimating a multivariate bandwidth ("getBandwidth.m") matrix for a Gaussian Kernel Density Estimator. The included demonstration code ("demoBWEstimation.m") estimates a bandwidth from a weighted set of data-points and displays the resulting KDE by tabulating it, as well as displaying it as a Gaussian Mixture Model. The bandwidth calculation is a special case of a more general bandwidth estimator [1], which was developed originally for online density estimation.[1] Kristan et al., Multivariate Online Kernel Density Estimation with Gaussian Kernels, Pattern Recognition, 2011 (url: http://vicos.fri.uni-lj.si/data/publications/KristanPR11.pdf)

Requirements: No special requirements

Platforms: Matlab

Keyword: Calculation, Developed, Displaying, General, Mixture, Model, Resulting, Special, Tabulating

Users rating: 0/10

License: Shareware

Size: 20.48 KB

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