Minor changes to wording
This commit is contained in:
@@ -6,21 +6,20 @@
|
||||
% -> Fourier transfom
|
||||
|
||||
|
||||
The Kernel density estimator is a well known non-parametric estimator, originally described independently by Rosenblatt \cite{rosenblatt1956remarks} and Parzen \cite{parzen1962estimation}.
|
||||
The kernel density estimator is a well known non-parametric density estimator, originally described independently by Rosenblatt \cite{rosenblatt1956remarks} and Parzen \cite{parzen1962estimation}.
|
||||
It was subject to extensive research and its theoretical properties are well understood.
|
||||
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{heidenreich2013bandwidth}.
|
||||
An extensive overview regarding the topic of automatic bandwidth 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 makes it very useful for many applications.
|
||||
The great flexibility of the KDE makes it suitable for many applications.
|
||||
However, this comes at the cost of a slow computation speed.
|
||||
%
|
||||
The complexity of a naive implementation of the KDE is \landau{MN}, given by $M$ evaluations of $N$ data samples as input size.
|
||||
%The complexity of a naive implementation of the KDE is \landau{NM} evaluations of the kernel function, given $N$ data samples and $M$ points of the estimate.
|
||||
Therefore, a lot of effort was put into reducing the computation time of the KDE.
|
||||
Various methods have been proposed, which can be clustered based on different techniques.
|
||||
Various methods have been proposed to reduce the computation time of the KDE.
|
||||
|
||||
% k-nearest neighbor searching
|
||||
An obvious way to speed up the computation is to reduce the number of evaluated kernel functions.
|
||||
@@ -29,7 +28,7 @@ These algorithms reduce the number of evaluated kernels by taking the distance b
|
||||
|
||||
% fast multipole method & Fast Gaus Transform
|
||||
Another approach is to reduce the algorithmic complexity of the sum over Gaussian functions, by employing a specialized variant of the fast multipole method.
|
||||
The term fast Gauss transform was coined by Greengard \cite{greengard1991fast} who suggested this approach to reduce the complexity of the KDE to \landau{N+M}.
|
||||
The term fast Gauss transform was coined by Greengard \cite{greengard1991fast} who suggested this approach to reduce the complexity to \landau{N+M}.
|
||||
% However, the complexity grows exponentially with dimension. \cite{Improved Fast Gauss Transform and Efficient Kernel Density Estimation}
|
||||
|
||||
% FastKDE, passed on ECF and nuFFT
|
||||
|
||||
Reference in New Issue
Block a user