dualtree_kde_cv.h File Reference

This file contains an implementation of the fixed bandwidth cross-validation score computer for kernel density estimation for a linkable library component. More...

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Classes
class	DualtreeKdeCV< TKernelAux >
	A computation class for dual-tree based kernel density estimation cross-validation. More...

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Detailed Description

This file contains an implementation of the fixed bandwidth cross-validation score computer for kernel density estimation for a linkable library component.

It implements a rudimentary depth-first dual-tree algorithm with finite difference and series-expansion approximations, using the formalized GNP framework by Ryan and Garry. One should be able to use this module as a building block in a more general bandwidth optimizer.

For more details on mathematical derivations, please take a look at the published conference papers (in chronological order):

inproceedings{DBLP:conf/sdm/GrayM03, author = {Alexander G. Gray and Andrew W. Moore}, title = {Nonparametric Density Estimation: Toward Computational Tractability}, booktitle = {SDM}, year = {2003}, ee = {http://www.siam.org/meetings/sdm03/proceedings/sdm03_19.pdf}, crossref = {DBLP:conf/sdm/2003}, bibsource = {DBLP, http://dblp.uni-trier.de} }

misc{ gray03rapid, author = "A. Gray and A. Moore", title = "Rapid evaluation of multiple density models", booktitle = "In C. M. Bishop and B. J. Frey, editors, Proceedings of the Ninth International Workshop on Artificial Intelligence and Statistics", year = "2003", url = "citeseer.ist.psu.edu/gray03rapid.html" }

incollection{NIPS2005_570, title = {Dual-Tree Fast Gauss Transforms}, author = {Dongryeol Lee and Alexander Gray and Andrew Moore}, booktitle = {Advances in Neural Information Processing Systems 18}, editor = {Y. Weiss and B. Sch"{o}lkopf and J. Platt}, publisher = {MIT Press}, address = {Cambridge, MA}, pages = {747--754}, year = {2006} }

inproceedings{DBLP:conf/uai/LeeG06, author = {Dongryeol Lee and Alexander G. Gray}, title = {Faster Gaussian Summation: Theory and Experiment}, booktitle = {UAI}, year = {2006}, crossref = {DBLP:conf/uai/2006}, bibsource = {DBLP, http://dblp.uni-trier.de} }

Author:

Dongryeol Lee (dongryel@cc.gatech.edu)

Bug:

No known bugs.

Definition in file dualtree_kde_cv.h.