Universal Sample Size Invariant Measures for Uncertainty Quantification in Density Estimation.
Jenny FarmerZach MerinoAlexander GrayDonald J. JacobsPublished in: Entropy (2019)
Keyphrases
- sample size
- density estimation
- mixture model
- model selection
- random sampling
- probability density
- progressive sampling
- upper bound
- probability density function
- density function
- parzen window
- outlier detection
- covariance matrix
- density estimators
- generalization error
- small sample size
- gaussian mixture model
- worst case
- data sets
- em algorithm
- density estimates
- machine learning