Ontology highlight
ABSTRACT:
SUBMITTER: Li D
PROVIDER: S-EPMC6640859 | biostudies-literature | 2016 Dec
REPOSITORIES: biostudies-literature
Li Dangna D Yang Kun K Wong Wing Hung WH
Advances in neural information processing systems 20161201
Given <i>iid</i> observations from an unknown absolute continuous distribution defined on some domain Ω, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function. Our density estimate is a piecewise constant function defined on a binary partition of Ω. The key ingredient of the algorithm is to use discrepancy, a concept originates from Quasi Monte Carlo analysis, to control the partition process. The resulting algorithm i ...[more]