Density estimation: Difference between revisions
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== Types == | == Types == | ||
* Parametric density estimation: | * Parametric density estimation: It assumes that the data are from a known family of distributions, such as the normal, lognormal, exponential.<ref>[https://v8doc.sas.com/sashtml/insight/chap38/sect23.htm Parametric Density]</ref> | ||
* Non-parametric density estimation: | * Non-parametric density estimation: | ||
Latest revision as of 19:45, 31 March 2020
In machine learning, density estimation is defined as an unsupervised learning technique. The purpose of density estimation is to infer the probability density function (PDF), from observations of a random variable.[1] It learns relations among attributes in the data.[2]
Types
- Parametric density estimation: It assumes that the data are from a known family of distributions, such as the normal, lognormal, exponential.[3]
- Non-parametric density estimation:
Terminology
- Estimator
- Consistent estimator
- Unbiased estimator
- Parametric methods
- Non-parametric methods
- Explicit density estimation
- Implicit density estimation