[SciPy-Dev] Expanding Scipy's KDE functionality
Fri Jan 25 07:30:45 CST 2013
On 24.01.2013 20:13, firstname.lastname@example.org wrote:
> Besides the boundary problem in bounded domains, there is also the
> problem with unbounded domains, that the tails might not be well
> captured by a kde, especially with heavier tails.
We can easily correct the boundary effect by calculating the gain of the
KDE. Just use the kernel to low-pass filter a signal (or image) that is
1 within the boundaries and 0 outside. Then divide the KDE by this gain
estimator. It usually needs some regularization to avoid instability
very close to the edges.
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