Nonparametric Kernel Density Estimation and Its Computational Aspects

This book describes computational problems related to kernel density estimation (KDE) – one of the most important and widely used data smoothing techniques. A very detailed description of novel FFT-based algorithms for both KDE computations and bandwidth selection are presented.

The theory of KDE appears to have matured and is now well developed and understood. However, there is not much progress observed in terms of performance improvements. This book is an attempt to remedy this.

The b...