2018
DOI: 10.1051/itmconf/20182300037
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Kernel density estimation and its application

Abstract: Kernel density estimation is a technique for estimation of probability density function that is a must-have enabling the user to better analyse the studied probability distribution than when using a traditional histogram. Unlike the histogram, the kernel technique produces smooth estimate of the pdf, uses all sample points' locations and more convincingly suggest multimodality. In its two-dimensional applications, kernel estimation is even better as the 2D histogram requires additionally to define the orientat… Show more

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Cited by 275 publications
(150 citation statements)
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“…Multivariate non-parametric kernel density estimation was performed to visualize the distribution of BM samples ( 28 , 29 ). Multivariate non-parametric kernel density estimation enables better exploratory data analysis by reconstructing probabilistic density functions using the sample data in a non-parametric way ( 30 , 31 ). A multivariate probabilistic density function is estimated as:…”
Section: Methodsmentioning
confidence: 99%
“…Multivariate non-parametric kernel density estimation was performed to visualize the distribution of BM samples ( 28 , 29 ). Multivariate non-parametric kernel density estimation enables better exploratory data analysis by reconstructing probabilistic density functions using the sample data in a non-parametric way ( 30 , 31 ). A multivariate probabilistic density function is estimated as:…”
Section: Methodsmentioning
confidence: 99%
“…Here, we use kernel density estimation to evaluate the probability density function of a random variable, which gives a better approximation of the studied probability distribution compared to a traditional histogram [52,53]. Our method applies KDE to calculate probability density by each of the shapelets in the subset.…”
Section: Kernel Density Estimator (Kde)mentioning
confidence: 99%
“…Then, we generalize the local shapelets for discovering robust and high dimensional state shapes of dFNC, which we call 'statelets'. The method uses a kernel density estimator (KDE) to compute the probability density of the shapelets, which are later used to check the eligibility of shapelets to be interpreted as statelets [25]. We aim to approximate a corset of shapes for the dynamics rather than subgrouping the time series using the shapelets similarity.…”
Section: Introductionmentioning
confidence: 99%
“…The use of KDE has a significant advantage of directly evaluating the data without previously applying a model onto it [38]. In contrast to the commonly used histogram as an estimation of a datasets density, the shape of the kernel density estimation is continuous and seems to be a reasonable estimation of the "true" PDF [39]. According to Sheather [40], the bias of kernel density estimation is one order better compared to a histogram estimator.…”
Section: Probability Density Functionsmentioning
confidence: 99%
“…Each observed sample is first replaced with a uniform kernel K, which is here based on the normal Gaussian distribution, which is the most frequently used kernel [39]:…”
Section: Probability Density Functionsmentioning
confidence: 99%