Probability density estimation using artificial neural networks (Q5936506)
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scientific article; zbMATH DE number 1613449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability density estimation using artificial neural networks |
scientific article; zbMATH DE number 1613449 |
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Probability density estimation using artificial neural networks (English)
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3 April 2002
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The paper deals with the probability density function (pdf) estimation problem. The use of multilayer perceptions (MLPs) as models for pdf estimation is proposed. A training procedure for adjusting the parameters of the MLP is developed, so the likelihood is maximized. The basic approach to pdf estimation using MLP is considered, concerning numerical integration issues. A new approach is proposed and discussed in details. Some comparative experimental results are presented to illustrate the advantages of the developed approach and to illuminate possible future research directions.
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probability density estimation
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neural networks
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multilayer perception
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Gaussian mixtures
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numerical examples
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