[SciPy-user] KDE question

Robert Kern robert.kern@gmail....
Tue Nov 13 11:57:20 CST 2007

Stefan van der Walt wrote:
> On Sat, Nov 10, 2007 at 02:08:04AM -0600, Robert Kern wrote:
>> David Cournapeau wrote:
>>> I am not sure I understand exactly the problem, but if the problem is to 
>>> find a contour level of a Gaussian density, it has a closed form for any 
>>> dimension.
>> No, the problem is to find the appropriate contour level of a kernel density
>> estimate (with Gaussian kernels in this case). Essentially, a mixture of many
>> Gaussians, not a single one.
> Sounds like the kind of problem that can be solved using marching
> squares:
> http://www.polytech.unice.fr/~lingrand/MarchingCubes/algo.html

This solves the already-matplotlib-solved problem of drawing the contours given
a level. That still leaves finding the correct level. Or am I underestimating
the potential to reformulate marching squares to solve the integration problem, too?

Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco

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