Added missing cites
This commit is contained in:
@@ -3,7 +3,7 @@ We now empirically evaluate the accuracy of our method and compare its runtime p
|
||||
To conclude our findings we present a real world example from a indoor localisation system.
|
||||
|
||||
All tests are performed on a Intel Core \mbox{i5-7600K} CPU with a frequency of $4.5 \text{GHz}$, which supports the AVX2 instruction set, hence 256-bit wide SIMD registers are available.
|
||||
We compare our C++ implementation of the box filter based KDE to the KernSmooth R package and the \qq{FastKDE} implementation \cite{fastKDE}.
|
||||
We compare our C++ implementation of the box filter based KDE to the KernSmooth R package and the \qq{FastKDE} implementation \cite{oBrien2016fast}.
|
||||
The KernSmooth packages provides a FFT-based BKDE implementation based on optimized C functions at its core.
|
||||
|
||||
\subsection{Error}
|
||||
|
||||
@@ -55,7 +55,7 @@ Furthermore, only one addition and subtraction is required to calculate a single
|
||||
|
||||
|
||||
Given a fast approximation scheme, it is necessary to construct a box filter analogous to a given Gaussian filter.
|
||||
As given in \eqref{eq:gausfx} the solely parameter of the Gaussian kernel is the standard deviation $\sigma$.
|
||||
The solely parameter of the Gaussian kernel is the standard deviation $\sigma$.
|
||||
In contrast, the moving average filter is parametrized by its width $w$.
|
||||
Therefore, in order to approximate the Gaussian filter of a given $\sigma$ a corresponding value of $w$ must be found.
|
||||
Given $n$ iterations of moving average filters with identical widths the ideal width $\wideal$, as suggested by Wells~\cite{wells1986efficient}, is
|
||||
|
||||
@@ -11,7 +11,7 @@ It was subject to extensive research and its theoretical properties are well und
|
||||
A comprehensive reference is given by Scott \cite{scott2015}.
|
||||
Although classified as non-parametric, the KDE depends on two free parameters, the kernel function and its bandwidth.
|
||||
The selection of a \qq{good} bandwidth is still an open problem and heavily researched.
|
||||
An extensive overview regarding the topic of automatic bandwith selection is given by \cite{heidenreich2013bandwith}.
|
||||
An extensive overview regarding the topic of automatic bandwith selection is given by \cite{heidenreich2013bandwidth}.
|
||||
%However, the automatic selection of the bandwidth is not subject of this work and we refer to the literature \cite{turlach1993bandwidth}.
|
||||
|
||||
The great flexibility of the KDE renders it very useful for many applications.
|
||||
@@ -33,10 +33,9 @@ The term fast Gauss transform was coined by Greengard \cite{greengard1991fast} w
|
||||
% However, the complexity grows exponentially with dimension. \cite{Improved Fast Gauss Transform and Efficient Kernel Density Estimation}
|
||||
|
||||
% FastKDE, passed on ECF and nuFFT
|
||||
Recent methods based on the \qq{self-consistent} KDE proposed by Bernacchia and Pigolotti allow to obtain an estimate without any assumptions.
|
||||
Recent methods based on the \qq{self-consistent} KDE proposed by Bernacchia and Pigolotti \cite{bernacchia2011self} allow to obtain an estimate without any assumptions, i.e. the kernel and bandwidth are both derived during the estimation.
|
||||
They define a Fourier-based filter on the empirical characteristic function of a given dataset.
|
||||
The computation time was further reduced by \etal{O'Brien} using a non-uniform fast Fourier transform (FFT) algorithm to efficiently transform the data into Fourier space.
|
||||
Therefore, the data is not required to be on a grid.
|
||||
The computation time was further reduced by \etal{O'Brien} using a non-uniform fast Fourier transform (FFT) algorithm to efficiently transform the data into Fourier space \cite{oBrien2016fast}.
|
||||
|
||||
% binning => FFT
|
||||
In general, it is desirable to omit a grid, as the data points do not necessary fall onto equally spaced points.
|
||||
|
||||
107
tex/egbib.bib
107
tex/egbib.bib
@@ -2899,6 +2899,15 @@ year = {2003}
|
||||
publisher={IEEE}
|
||||
}
|
||||
|
||||
@inproceedings{gwosdek2011theoretical,
|
||||
title={Theoretical foundations of gaussian convolution by extended box filtering},
|
||||
author={Gwosdek, Pascal and Grewenig, Sven and Bruhn, Andr{\'e}s and Weickert, Joachim},
|
||||
booktitle={International Conference on Scale Space and Variational Methods in Computer Vision},
|
||||
pages={447--458},
|
||||
year={2011},
|
||||
publisher={Springer}
|
||||
}
|
||||
|
||||
@book{turlach1993bandwidth,
|
||||
title={Bandwidth selection in kernel density estimation: A review},
|
||||
author={Turlach, Berwin A.},
|
||||
@@ -2958,6 +2967,71 @@ year = {2003}
|
||||
publisher={Taylor \& Francis Group}
|
||||
}
|
||||
|
||||
@article{wand1994fast,
|
||||
title={Fast computation of multivariate kernel estimators},
|
||||
author={Wand, M. P.},
|
||||
journal={Journal of Computational and Graphical Statistics},
|
||||
volume={3},
|
||||
number={4},
|
||||
pages={433--445},
|
||||
year={1994},
|
||||
publisher={Taylor \& Francis Group}
|
||||
}
|
||||
|
||||
@article{hall1996accuracy,
|
||||
title={On the accuracy of binned kernel density estimators},
|
||||
author={Hall, Peter and Wand, Matt P.},
|
||||
journal={Journal of Multivariate Analysis},
|
||||
volume={56},
|
||||
number={2},
|
||||
pages={165--184},
|
||||
year={1996},
|
||||
publisher={Elsevier}
|
||||
}
|
||||
|
||||
@article{holmstrom2000accuracy,
|
||||
title={The accuracy and the computational complexity of a multivariate binned kernel density estimator},
|
||||
author={Holmstr{\"o}m, Lasse},
|
||||
journal={Journal of Multivariate Analysis},
|
||||
volume={72},
|
||||
number={2},
|
||||
pages={264--309},
|
||||
year={2000},
|
||||
publisher={Elsevier}
|
||||
}
|
||||
|
||||
@article{silverman1982algorithm,
|
||||
title={Algorithm AS 176: Kernel density estimation using the fast Fourier transform},
|
||||
author={Silverman, BW},
|
||||
journal={Journal of the Royal Statistical Society. Series C (Applied Statistics)},
|
||||
volume={31},
|
||||
number={1},
|
||||
pages={93--99},
|
||||
year={1982},
|
||||
publisher={JSTOR}
|
||||
}
|
||||
|
||||
@article{bernacchia2011self,
|
||||
title={Self-consistent method for density estimation},
|
||||
author={Bernacchia, Alberto and Pigolotti, Simone},
|
||||
journal={Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
|
||||
volume={73},
|
||||
number={3},
|
||||
pages={407--422},
|
||||
year={2011},
|
||||
publisher={Wiley Online Library}
|
||||
}
|
||||
|
||||
@article{oBrien2016fast,
|
||||
title={A fast and objective multidimensional kernel density estimation method: fastKDE},
|
||||
author={O’Brien, Travis A and Kashinath, Karthik and Cavanaugh, Nicholas R and Collins, William D and O’Brien, John P},
|
||||
journal={Computational Statistics \& Data Analysis},
|
||||
volume={101},
|
||||
pages={148--160},
|
||||
year={2016},
|
||||
publisher={Elsevier}
|
||||
}
|
||||
|
||||
@book{dspGuide1997,
|
||||
Author = {Steven W. Smith},
|
||||
Title = {The Scientist and Engineer's Guide to Digital Signal Processing},
|
||||
@@ -2965,4 +3039,37 @@ year = {2003}
|
||||
Year = {1999},
|
||||
Isbn = {978-0-9660176-7-0},
|
||||
Publisher = {California Technical Pub}
|
||||
}
|
||||
|
||||
@article{rosenblatt1956remarks,
|
||||
title={Remarks on some nonparametric estimates of a density function},
|
||||
author={Rosenblatt, Murray},
|
||||
journal={The Annals of Mathematical Statistics},
|
||||
volume={27},
|
||||
number={3},
|
||||
pages={832--837},
|
||||
year={1956},
|
||||
publisher={Institute of Mathematical Statistics}
|
||||
}
|
||||
|
||||
@article{parzen1962estimation,
|
||||
title={On estimation of a probability density function and mode},
|
||||
author={Parzen, Emanuel},
|
||||
journal={The Annals of Mathematical Statistics},
|
||||
volume={33},
|
||||
number={3},
|
||||
pages={1065--1076},
|
||||
year={1962},
|
||||
publisher={Institute of Mathematical Statistics}
|
||||
}
|
||||
|
||||
@book{scott2015,
|
||||
author = {Scott, David W.},
|
||||
year = {2015},
|
||||
title = {Multivariate Density Estimation: Theory, Practice, and Visualization},
|
||||
address = {Hoboken, NJ},
|
||||
edition = {2},
|
||||
publisher = {Wiley},
|
||||
isbn = {978-0-471-69755-8},
|
||||
series = {Wiley series in probability and statistics}
|
||||
}
|
||||
Reference in New Issue
Block a user