Fixed numbers in MISE eval
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@@ -27,7 +27,7 @@ Four estimates are computed with varying bandwidth using the KDE, BKDE, BoxKDE,
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All estimates are calculated at $30\times 30$ equally spaced points.
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%Evaluated at $50^2$ points the exact KDE is compared to the BKDE, BoxKDE, and extended box filter approximation, which are evaluated at a smaller grid with $30^2$ points.
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The graphs of the MISE between $f$ and the estimates as a function of $h\in[0.15, 1.0]$ are given in \figref{fig:errorBandwidth}.
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A minimum error is obtained with $h=0.35$, for larger values oversmoothing occurs and the modes gradually fuse together.
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A minimum error is obtained with $h=0.25$, for larger values oversmoothing occurs and the modes gradually fuse together.
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Both the BKDE and the ExBoxKDE resemble the error curve of the KDE quite well and stable.
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They are rather close to each other, with a tendency to diverge for larger $h$.
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@@ -36,8 +36,8 @@ These jumps are caused by the rounding of the integer-valued box width given by
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As the extended box filter is able to approximate an exact $\sigma$, such discontinuities do not appear.
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Consequently, it reduces the overall error of the approximation, even though only marginal in this scenario.
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The global average MISE over all values of $h$ is $0.0049$ for the regular box filter and $0.0047$ in case of the extended version.
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Likewise, the maximum MISE is $0.0093$ and $0.0091$, respectively.
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The global average MISE over all values of $h$ is $0.0051$ for the regular box filter and $0.0049$ in case of the extended version.
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The global maximum MISE is $0.0011$ for both versions.
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The choice between the extended and regular box filter algorithm depends on how large the acceptable error should be, thus on the particular application.
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Other test cases of theoretical relevance are the MISE as a function of the grid size $G$ and the sample size $N$.
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@@ -18,7 +18,7 @@ Additionally, in most practical scenarios the sample size, and hence the resolut
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It is obvious, that a computation of the full posterior could solve the above, but finding such an analytical solution is an intractable problem, which is the reason for applying a sample representation in the first place.
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Another promising way is to recover the probability density function from the sample set itself, by using a non-parametric estimator like a kernel density estimation (KDE).
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With this, the \qq{real} most probable state is given by the maxima of the density estimation and thus avoids the aforementioned drawbacks.
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With this, the \qq{real} most probable state is given by the maximum of the density estimation and thus avoids the aforementioned drawbacks.
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However, non-parametric estimators tend to consume a large amount of computation time, which renders them unpractical for real time scenarios.
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Nevertheless, the availability of a fast processing density estimate might improve the accuracy of today's sensor fusion systems without sacrificing their real time capability.
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@@ -54,7 +54,7 @@ With new measurements coming from the hallway or other parts of the building, th
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Nevertheless, it can be seen that our approach is able to resolve multimodalities even under real world conditions.
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It does not always provide the lowest error, since it depends more on an accurate sensor model than a weighted-average approach, but it is very suitable as a good indicator about the real performance of a sensor fusion system.
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In the here shown examples we only searched for a global maxima, even though the BoxKDE approach opens a wide range of other possibilities for finding a best estimate.
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In the here shown examples we only searched for a global maximum, even though the BoxKDE approach opens a wide range of other possibilities for finding a best estimate.
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%springt nicht so viel wie maximum
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%sehr ähnlich zu weighted-average. in 1000 mc runs ist sind average und std sehr ähnlich.
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