Principal Component Density Estimation for Scenario Generation Using Normalizing Flows.
Eike CramerAlexander MitsosRaúl TemponeManuel DahmenPublished in: CoRR (2021)
Keyphrases
- density estimation
- principal components
- principal component analysis
- mixture model
- density function
- dimensionality reduction
- mixture modeling
- probability density function
- probability density
- kernel density estimation
- outlier detection
- principal component regression
- nonparametric density estimation
- hyperplane
- multivariate data
- density estimates
- covariance matrix
- em algorithm
- density estimators
- bayesian networks
- linear classifiers
- gaussian mixture model
- partial least squares
- expectation maximization
- maximum likelihood