Univariate density estimation method
US11579947B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Oct 13, 2020 |
| Grant date | Feb 14, 2023 |
| Priority date | — |
| Expiry date | Aug 14, 2041 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06V10/758
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A method for use with a computing device. The method may include receiving a data set including a plurality of univariate data points and determining a target kernel bandwidth for a kernel density estimator (KDE). Determining the target kernel bandwidth may include computing a plurality of sample KDEs and selecting the target kernel bandwidth based on the sample KDEs. The method may further include computing the KDE for the data set using the target kernel bandwidth. For one or more tail regions of the data set, the method may further include computing one or more respective tail extensions. The method may further include computing and outputting a renormalized piecewise density estimator that, in each tail region, equals a renormalization of the respective tail extension for that tail region, and, outside the one or more tail regions, equals a renormalization of the KDE.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.