Automatic generation of non-uniform random variates for arbitrary pointwise computable probability densities by tiling
Daniel FulgerGuido GermanoPublished in: CoRR (2009)
Keyphrases
- pointwise
- probability density
- density estimation
- weighted sum
- probability density function
- gaussian mixture model
- random variables
- probability distribution
- nonparametric estimation
- nonparametric regression
- maximum likelihood estimation
- density function
- gaussian mixture
- nearest neighbor
- em algorithm
- density ratio
- confidence intervals
- outlier detection
- worst case
- small number