Probability density estimation using artificial neural networks

DOI10.1016/S0010-4655(00)00235-6zbMath0983.65013OpenAlexW2160805924MaRDI QIDQ5936506

Aristidis Likas

Publication date: 3 April 2002

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0010-4655(00)00235-6

zbMATH Keywords

neural networksnumerical examplesGaussian mixturesmultilayer perceptionprobability density estimation

Mathematics Subject Classification ID

Point estimation (62F10) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (4)

Novel and simple non-parametric methods of estimating the joint and marginal densities ⋮ A new parametric method of estimating the joint probability density ⋮ Nonparametric density estimation with nonuniform B-spline bases ⋮ Deep learning for limit order books

Uses Software

• MERLIN

Cites Work

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• MERLIN-3. 0. A multidimensional optimization environment
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Neural network training and simulation using a multidimensional optimization system

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