Support vector method for multivariate density estimation (2000) [20 citations — 0 self]
by Vladimir N. Vapnik, Sayan Mukherjee
Advances in Neural Information Processing Systems
http://www.ai.mit.edu/people/sayan/webPub/nips.ps.Z
Add To MetaCart
Abstract:
A new method for multivariate density estimation is developed based on the Support Vector Method (SVM) solution of inverse ill-posed problems. The solution has the form of a mixture of densities. This method with Gaussian kernels compared favorably to both Parzen's method and the Gaussian Mixture Model method. For synthetic data we achieve more accurate estimates for densities of 2, 6, 12, and 40 dimensions. 1
Citations
| 4514 | Statistical Learning Theory – Vapnik - 1998 |
| 163 | Robust textindependent speaker identification using Gaussian mixture speaker models – Reynolds, Rose - 1995 |
| 105 | On estimation of a probability density function and – Parzen - 1962 |
| 81 | Methods of solving incorrectly posed problems – Morozov - 1984 |
| 77 | Solution of incorrectly formulated problems and the regularization method – Tikhonov - 1963 |
| 5 | Parametric density estimation for the classification of acoustic feature vectors in speech recognition – Basu, Micchelli - 1998 |
| 3 | Multivariate density estimation: An svm approach – Mukherjee, Vapnik - 1999 |
| 3 | Relationship of several variational methods for the approximate solution of ill-posed problems – Vasin - 1970 |
| 2 | A technique for the numerical solution of integral equations of the first kind – Phillips - 1962 |
| 2 | Nonparametric methods for restoring probability densities. Avtomatika i Telemekhanika – Vapnik, Stefanyuk - 1978 |
| 1 | On multivariate kolmogorov-smirnov distribution – Paramasamy - 1992 |

