Contingent kernel density estimation. [PDF]
Kernel density estimation is a widely used method for estimating a distribution based on a sample of points drawn from that distribution. Generally, in practice some form of error contaminates the sample of observed points.
Scott Fortmann-Roe +2 more
doaj +7 more sources
Functional Kernel Density Estimation: Point and Fourier Approaches to Time Series Anomaly Detection [PDF]
We present an unsupervised method to detect anomalous time series among a collection of time series. To do so, we extend traditional Kernel Density Estimation for estimating probability distributions in Euclidean space to Hilbert spaces.
Michael R. Lindstrom +2 more
doaj +2 more sources
A Kernel-Based Calculation of Information on a Metric Space
Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space.
Conor J. Houghton, R. Joshua Tobin
doaj +4 more sources
Kernel density estimation of allele frequency including undetected alleles [PDF]
Whereas undetected species contribute to estimation of species diversity, undetected alleles have not been used to estimated genetic diversity. Although random sampling guarantees unbiased estimation of allele frequency and genetic diversity measures ...
Satoshi Aoki, Keita Fukasawa
doaj +3 more sources
Kernel Density Estimation-based Lightweight IoT Anomaly Traffic Detection Method [PDF]
In order to effectively deal with the security threats of home and personal Internet of Things(IoT) bot nets,especially for the objective problem of insufficient resources for anomaly detection in the home environment,a kernel density estimation-based ...
ZHANG Ye, LI Zhi-hua, WANG Chang-jie
doaj +1 more source
Adaptive Kernel Density Estimation [PDF]
This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an “adaptive kernel” approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated ...
Van Kerm, Philippe, Van Kerm, Philippe
openaire +4 more sources
Multivariate kernel density estimation with a parametric support [PDF]
We consider kernel density estimation in the multivariate case, focusing on the use of some elements of parametric estimation. We present a two-step method, based on a modification of the EM algorithm and the generalized kernel density estimator, and ...
Jolanta Jarnicka
doaj +1 more source
Robust kernel density estimation [PDF]
We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical $M$-estimation.
Kim, JooSeuk, Scott, Clayton D.
openaire +2 more sources
Curve fitting of the corporate recovery rates: the comparison of Beta distribution estimation and kernel density estimation. [PDF]
Recovery rate is essential to the estimation of the portfolio's loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk.
Rongda Chen, Ze Wang
doaj +1 more source
An Improved Model for Kernel Density Estimation Based on Quadtree and Quasi-Interpolation
There are three main problems for classical kernel density estimation in its application: boundary problem, over-smoothing problem of high (low)-density region and low-efficiency problem of large samples.
Jiecheng Wang, Yantong Liu, Jincai Chang
doaj +1 more source

