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Robust sparse kernel density estimation by inducing randomness
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DOI：10.1007/s10044-013-0330-1.png)
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Abstract
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In this paper, a robust sparse kernel density estimation based on the reduced set density estimator is proposed. The key idea is to induce randomness to the plug-in estimation of weighting coefficients. The random fluctuations can inhibit these small nonzero weighting coefficients to cluster in regions of space with greater probability mass. By sequential minimal optimization, these coefficients are merged into a few larger weighting coefficients. Experimental studies show that the proposed model is superior to several related methods both in sparsity and accuracy of the estimation. Moreover, the proposed density estimation is extensively validated on novelty detection and binary classification.
Keywords:
Kernel density estimator
Reduced set density estimator
Integrated squared error
Sequential minimal optimization
Randomness
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