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Month: March 2020

Coding / Python

Fast Kernel Density Estimation using the Fast Fourier Transform

1. Setup This Post is about how to speed up the computation kernel density estimators using the FFT (Fast Fourier Transform). Let be be a random sample drawn from an …

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  • Kernel based Estimators for Multivariate Densities and Functions – The Big Data Blog on Fast Kernel Density Estimation using the Fast Fourier Transform
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