Density Estimation and Projection Pursuit Methods.

Abstract

Recently, it has been proposed to use projection pursuit methods for multidimensional density estimation. This report discusses conceptual and technical issues in density estimation and describes several variant approaches to projection pursuit density approximation and estimation. A new measure of fit between multivariate densities is introduced (maximum marginal relative entropy), and some of its properties are derived; it seems to be particularly well adapted to projection pursuit density approximation.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1981
Accession Number
ADA107816

Entities

People

  • Peter J. Huber

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Statistics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.