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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density estimation
Started by ●September 1, 2002
Reply by ●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. ----- Original Message ----- From: To: 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. _____________________________________ Note: If you do a simple "reply" with your email client, only the author of this message will receive your answer. You need to do a "reply all" if you want your answer to be distributed to the entire group. _____________________________________ About this discussion group: To Join: To Post: To Leave: Archives: http://www.yahoogroups.com/group/matlab More DSP-Related Groups: http://www.dsprelated.com/groups.php3 | |||
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