Kernel bandwidth estimation for nonparametric modeling

  • Authors:
  • Adrian G. Bors;Nikolaos Nasios

  • Affiliations:
  • Department of Computer Science, University of York, York, UK;Department of Computer Science, University of York, York, UK

  • Venue:
  • IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
  • Year:
  • 2009

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Abstract

Kernel density estimation is a nonparametric procedure for probability density modeling, which has found several applications in various fields. The smoothness and modeling ability of the functional approximation are controlled by the kernel bandwidth. In this paper, we describe a Bayesian estimation method for finding the bandwidth from a given data set. The proposed bandwidth estimation method is applied in three different computational-intelligence methods that rely on kernel density estimation: 1) scale space; 2) mean shift; and 3) quantum clustering. The third method is a novel approach that relies on the principles of quantum mechanics. This method is based on the analogy between data samples and quantum particles and uses the Schrödinger potential as a cost function. The proposed methodology is used for blind-source separation of modulated signals and for terrain segmentation based on topography information.