Iterative Multilevel density estimation for McKean-Vlasov SDEs via projections.
Denis BelomestnyLukasz SzpruchShuren TanPublished in: CoRR (2019)
Keyphrases
- density estimation
- mixture model
- probability density function
- density function
- probability density
- multivariate gaussian distribution
- parzen window
- gaussian mixture model
- mixture modeling
- outlier detection
- density estimators
- nonparametric density estimation
- expectation maximization
- image processing
- statistical analysis
- active learning
- density estimates
- computer vision
- data sets