Construction of Efficient Algorithms for the Estimation of Multivariate Probability Densities.

Abstract

State of the art software has been created for the nonparametric estimation and contour display of densities of dimensions through five. A nonparametric mode finding algorithm has been developed for densities of dimension up to one hundred. An algorithm for data based simulation from high dimensional distributions has been created and employed on behind armour data. In the related area of parameter estimation of stochastic processes, simulation based algorithms have been developed which enable the user to proceed directly from the axioms of the process plus data to the estimation of parameters. Additional keywords: histograms, maximum likelihood estimation, computerized simulation, stochastic processes, remote sensing, army research. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 04, 1985
Accession Number
ADA151509

Entities

People

  • J. R. Thompson

Organizations

  • Rice University

Tags

Communities of Interest

  • Biomedical
  • Space

DTIC Thesaurus Topics

  • Algorithms
  • Construction
  • Data Analysis
  • Data Sets
  • Databases
  • Estimators
  • Maximum Likelihood Estimation
  • Military Research
  • New York
  • Probability
  • Remote Sensing
  • Scientists
  • Simulations
  • Statistical Estimation
  • Stochastic Processes
  • Students
  • Theses

Readers

  • Archaeological Resource Survey
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.