Reply by Ganesan Ramachandran September 3, 20022002-09-03
there are many ways to do density estimation, be it univariate or
multivariate... the highest level of division being parametric or
nonparametric... if u plan to do nonparametric, then one of the most commnly
used ways of doing it is known as parzen window method. u can find description
of this method in any standard textbook on pattern recognition.. also there are
several books on non-parametric density estimation... if u choose to use parzen
window method, and are not sure how to go about it, feel free to contact me.. u
can find several books and journal papers explaining the implementation details,
esp. in the field of information theory.
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Sent: Sunday, September 01, 2002 1:52 PM
Subject: [matlab] density estimation Dear Group.

I have two problems:

1) How can I do multi-variate density estimation in Matlab?

2) How can I then take random draws based on the estimated density
function?

Any help is greatly appreciated. Thank you for your time.
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Reply by September 1, 20022002-09-01
Dear Group.

I have two problems:

1) How can I do multi-variate density estimation in Matlab?

2) How can I then take random draws based on the estimated density
function?

Any help is greatly appreciated. Thank you for your time.