Multivariate Density Estimation: An SVM Approach

We formulate density estimation as an inverse operator problem. We then use convergence results of empirical distribution functions to true distribution functions to develop an algorithm for multivariate density estimation. The algorithm is based upon a Support Vector Machine (SVM) approach to solvi...

Full description

Bibliographic Details
Main Authors: Mukherjee, Sayan, Vapnik, Vladimir
Language:en_US
Published: 2004
Online Access:http://hdl.handle.net/1721.1/7260