Kernel Density Estimation

GPTKB entity

Statements (51)
Predicate Object
gptkbp:instanceOf gptkb:statistical_analysis
gptkbp:abbreviation gptkb:KDE
gptkbp:advantage Sensitive to bandwidth selection
Produces smooth estimate
gptkbp:alternativeTo Histogram
gptkbp:application Data visualization
Clustering
Anomaly detection
Density-based outlier detection
gptkbp:category Non-parametric estimation
Smoothing technique
gptkbp:common_kernel Gaussian kernel
Epanechnikov kernel
Triangular kernel
Uniform kernel
gptkbp:field gptkb:Machine_Learning
Statistics
Data Analysis
gptkbp:implementedIn gptkb:MATLAB
Python (scipy.stats, seaborn)
R (density function)
gptkbp:input Sample data
gptkbp:introduced gptkb:Emanuel_Parzen
gptkb:Murray_Rosenblatt
1956
gptkbp:mathematical_formula \hat{f}_h(x) = \frac{1}{n h} \sum_{i=1}^n K\left(\frac{x - x_i}{h}\right)
gptkbp:output Smooth probability density estimate
gptkbp:parameter Bandwidth (h)
Kernel function (K)
gptkbp:relatedConcept gptkb:Parzen_window
Density estimation
Mean shift clustering
Probability density function
Cross-validation
Bias-variance tradeoff
Adaptive kernel density estimation
Bandwidth matrix
Bandwidth selection
Cumulative distribution function
Multivariate kernel density estimation
Plug-in estimator
Silverman's rule of thumb
Smoothing parameter
gptkbp:relatedTo Histogram
Non-parametric statistics
gptkbp:usedFor Estimating probability density function
gptkbp:uses gptkb:Kernel_function
Bandwidth parameter
gptkbp:bfsParent gptkb:Gaussian_Function
gptkbp:bfsLayer 8
https://www.w3.org/2000/01/rdf-schema#label Kernel Density Estimation