Kernel Density Estimation on Symmetric Spaces
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Publication:2807595
DOI10.1007/978-3-319-25040-3_83zbMATH Open1396.94022arXiv1411.4040OpenAlexW2962984458MaRDI QIDQ2807595
Publication date: 25 May 2016
Published in: Lecture Notes in Computer Science (Search for Journal in Brave)
Abstract: We construct a kernel density estimator on symmetric spaces of non-compact type and establish an upper bound for its convergence rate, analogous to the minimax rate for classical kernel density estimators on Euclidean space. Symmetric spaces of non-compact type include hyperboloids of constant negative curvature and spaces of symmetric positive definite matrices. This paper obtains a simplified formula in the special case when the symmetric space is the space of normal distributions, a 2-dimensional hyperboloid.
Full work available at URL: https://arxiv.org/abs/1411.4040
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