Soft clustering for nonparametric probability density function estimation

Authors:
Ezequiel López-Rubio;Juan Miguel Ortiz-de-Lazcano-Lobato
Affiliations:
School of Computer Engineering, University of Málaga, Bulevar Louis Pasteur 35, 29071 Málaga, Spain;School of Computer Engineering, University of Málaga, Bulevar Louis Pasteur 35, 29071 Málaga, Spain
Venue:
Pattern Recognition Letters
Year:
2008

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Abstract

We present a nonparametric probability density estimation model. The classical Parzen window approach builds a spherical Gaussian density around every input sample. Our method has a first stage where hard neighborhoods are determined for every sample. Then soft clusters are considered to merge the information coming from several hard neighborhoods. Our proposal estimates the local principal directions to yield a specific Gaussian mixture component for each soft cluster. This leads to outperform other proposals where local parameter selection is not allowed and/or there are no smoothing strategies, like the manifold Parzen windows.