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Category: Matlab

Coding / Matlab

Kernel based Estimators for Multivariate Densities and Functions

1. Kernel Functions In general, a kernel   is an integrable function  satisfying is symmetric (e.g. if ) . Popular univariate () kernel functions: Uniform: Epanechnikov: Gaussian:  An easy way …

Coding / Matlab

Estimating Multivariate Functions and Derivatives using Local Polynomial Regression in Matlab

1. Theoretical Background I want to start with some theory which will in the end lead us to the Matlab coding. If you are not interested how to derive the …

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