Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions

DOI10.1137/22M147476XMaRDI QIDQ5889034

Yoshihito Kazashi, Fabio Nobile

Publication date: 26 April 2023

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.12699

zbMATH Keywords

kernel methodsdensity estimationhigh-dimensional approximation

Mathematics Subject Classification ID

Density estimation (62G07) General theory of numerical analysis in abstract spaces (65J05) Numerical approximation of high-dimensional functions; sparse grids (65D40)

Uses Software

• KernSmooth
• CircStats
• circular
• Julia
• GitHub
• QMC4PDE

Cites Work

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