## Nonparametric Density estimation using Spark

1. A Nonparametric Density implementation in Spark One of my previous blog post concerns about nonparametric density estimation. In this post i presented some Matlab code. An advantage of this …

## Functional Regression with Spark

1. Functional Regression Let the covariate be an at least twice continuously differentiable random function defined wlog. on an interval and the corresponding the response. For simplicity we assume centered …

## Functional Principal Component Analysis with Spark

1.) Functional Principal Component Analysis Let be a centered smooth random function in , with finite second moment . Without loss of generality we assume instead of some arbitrary compact …

## 2. Coding the “Educated Guess Procedure”

1. Perform the Analyze To start with, we load the “rockyou.txt.tar.gz” password list using wget. I’m not sure if it is legal to provide a link for the list, therefore …

## 5. Running some tests

1. Test the Enviroment 1.1 Simulation of a Brownian Motion The purpose of the first notebook entry is to check if matplotlib is correctly installed. We simulate 20 Brownian Motions …

## 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 …

## 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 …