Kristan

The code calculates a metric between a pair of multivariate Gaussian Mixture Models.This is a demo code for the unscented Hellinger distance between a pair of Gaussian mixture models. The code follows the derivation of the multivariate unscented Hellinger distance introduced in [1]. Unlike the... Platforms: Matlab

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... Platforms: Matlab