A fast and objective multidimensional kernel density estimation method: fastKDE

• Published in: Computational statistics & data analysis Vol. 101; no. C; pp. 148 - 160
• Main Authors: O’Brien, Travis A., Kashinath, Karthik, Cavanaugh, Nicholas R., Collins, William D., O’Brien, John P.
• Format: Journal Article
• Language: English
• Published: Netherlands Elsevier B.V 01.09.2016
• Subjects: Computation; covariance; Density; ECF; Empirical characteristic function; Estimates; Histogram; KDE; Kernel density estimation; Kernels; MATHEMATICS AND COMPUTING; Multidimensional; Nonuniform FFT; NuFFT; Probability density functions; probability distribution; Samples; Statistical analysis; Statistical methods; Multidimensional; Histogram; ECF; Nonuniform FFT; Empirical characteristic function; Kernel density estimation; NuFFT; KDE

Numerous facets of scientific research implicitly or explicitly call for the estimation of probability densities. Histograms and kernel density estimates (KDEs) are two commonly used techniques for estimating such information, with the KDE generally providing a higher fidelity representation of the...