Letter: A robust approach to empirical PDF estimate

  • Authors:
  • Sungho Jo

  • Affiliations:
  • Computer Science and Artificial Intelligence Laboratory, Laboratory for Information and Decision Systems, Department of Electrical Engineering and Computer Science, 32 Vassar Street, 32-206, Cambr ...

  • Venue:
  • Neurocomputing
  • Year:
  • 2005

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Abstract

This paper presents a robust approach to estimate the probability density function (PDF) from a sample data set. The approach is induced from entropy maximization using Renyi's quadratic entropy, and turns out to be equivalent to the support vector machines (SVM). Therefore, the approach has good properties of the support vector machines as a statistical function estimation method.