Density Estimation

Resources: page=188

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Density estimation is a process in machine learning where the goal is to estimate the probability distribution that generated a dataset.

The core formula is that the probability, $P$, that a vector, $x$, will fall in a region $\mathcal{R}$ is given by

$$P={\int }_{\mathcal{R}}p(x^{\prime })d{x}^{\prime }$$

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Methods for Density Estimation

Parzen-Window