Invariant density estimation for a reflected diffusion using an Euler scheme.
Patrick CattiauxJosé Rafael LeónClémentine PrieurPublished in: Monte Carlo Methods Appl. (2017)
Keyphrases
- density estimation
- mixture model
- mixture modeling
- probability density
- probability density function
- nonparametric density estimation
- density function
- parzen window
- em algorithm
- outlier detection
- multivariate gaussian distribution
- density estimators
- gaussian mixture model
- multi class
- density estimates
- object recognition
- reinforcement learning
- support vector
- kernel density estimator
- similarity measure
- learning algorithm