Answer by Dougal for Density estimation as an optimization problem
(I'll answer the second question, about the results of your maximum likelihood with fixed differential entropy procedure; I don't know the answer to the first, about whether KDE can be phrased as...
View ArticleDensity estimation as an optimization problem
Density estimation is the estimation of a probability density function from observed data. Can some of the common approaches to density estimation, such as kernel density estimation, be formulated as...
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