Abstract. We present a study of density estimation, the conversion of discrete particle positions to a continuous field of particle density defined over a 3D Cartesian grid. The study features a methodology for evaluating the accuracy and performance of various density estimation methods, results of that evaluation for four density estimators, and a large-scale parallel algorithm for a self-adaptive method that computes a Voronoi tessellation as an intermediate step. We demonstrate the performance and scalability of our parallel algorithm on a supercomputer when estimating the density of 100 million particles over 500 billion grid points.Key words. Density estimation, cloud in cell, smoothed particle hydrodynamics, Voronoi tessellation, nearest grid point, triangular shaped clouds AMS subject classifications. 51-04, 68-04, 70-04, 85-04. 1. Introduction. In the context of scientific data analysis, density estimation is a transformation from discrete particle data to a continuous density function defined over a 3D field. This field can be interpolated, differentiated, and integrated: operations not possible in the particles' original discrete form. Moreover, the density field is discretized by a regular grid, which offers several advantages. (1) It is compact, in that x, y, z coordinates of the grid points are defined implicitly and need not be stored. (2) Applications using a regular grid are readily parallelizable because subdomain decomposition and processor assignment are also regular and implicit. (3) A regular grid is the most common data model for scientific data analysis and visualization algorithms. For example, most of the volume rendering literature in the past 25 years targets regular grids [9,24,37]; far less exists for adaptively refined grids [23] and unstructured meshes [30].Density estimation is a fundamental step needed whenever a discrete particle dataset is sampled over a continuous field. Our research is motivated by cosmology and astrophysics, but many other applications exist, for example estimating population density in geospatial applications or electron charge density in computational chemistry. Density estimation is also a key visualization step when an algorithm calls for a regular scalar field but particles are provided instead. For example, atom positions from molecular dynamics simulations may be converted to a grid before rendering an isosurface of atomic density.One of the earliest and arguably most popular density estimators, cloud in cell (CIC), was introduced 45 years ago [7]. Since then, smoothed particle hydrodynamics (SPH) and tessellation (TESS) methods have emerged. Combinations and variations also exist: for example, characteristics such as the window shape of CIC and the adaptivity of SPH can be combined. Nevertheless, two questions remain unanswered: Which density estimators are appropriate for a given problem domain and computational budget, and how can the estimator of choice be scaled to today's problem sizes? In this paper, we examine the first question by designi...