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鲁棒核密度估计的一致性Consistency of Robust Kernel Density Estimators |
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| 课程网址: | http://videolectures.net/colt2013_vandermeulen_kernel/ |
| 主讲教师: | Robert A. Vandermeulen |
| 开课单位: | 密歇根大学 |
| 开课时间: | 2013-08-09 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The kernel density estimator (KDE) based on a radial positive-semidefinite kernel may be viewed as a sample mean in a reproducing kernel Hilbert space. This mean can be viewed as the solution of a least squares problem in that space. Replacing the squared loss with a robust loss yields a robust kernel density estimator (RKDE). Previous work has shown that RKDEs are weighted kernel density estimators which have desirable robustness properties. In this paper we establish asymptotic L1 consistency of the RKDE for a class of losses and show that the RKDE converges with the same rate on bandwidth required for the traditional KDE. We also present a novel proof of the consistency of the traditional KDE. |
| 关 键 词: | 核密度估计; 鲁棒性 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-03-13：chenxin |
| 阅读次数: | 120 |