Fr. 179.00

Nonparametric Kernel Density Estimation and Its Computational Aspects

English · Hardback

Shipping usually within 6 to 7 weeks

Description

Read more

This book describes computational problems related to kernel density estimation (KDE) - one of the most important and widely used data smoothing techniques. A very detailed description of novel FFT-based algorithms for both KDE computations and bandwidth selection are presented.
The theory of KDE appears to have matured and is now well developed and understood. However, there is not much progress observed in terms of performance improvements. This book is an attempt to remedy this.
The book primarily addresses researchers and advanced graduate or postgraduate students who are interested in KDE and its computational aspects. The book contains both some background and much more sophisticated material, hence also more experienced researchers in the KDE area may find it interesting.
The presented material is richly illustrated with many numerical examples using both artificial and real datasets. Also, a number of practical applications related to KDE are presented.

List of contents

Introduction.- Nonparametric density estimation.- Kernel density estimation .- Bandwidth selectors for kernel density estimation.- FFT-based algorithms for kernel density estimation and band-width selection.- FPGA-based implementation of a bandwidth selection algorithm.- Selected applications related to kernel density estimation.- Conclusion and further research.

About the author

Artur Gramacki is an assistant professor at the Institute of Control and Computation Engineering of the University of Zielona Góra, Poland. His main interests cover general exploratory data analysis, while recently he has focused on parametric and nonparametric statistics as well as kernel density estimation, especially its computational aspects. In his career, he has also been involved in many projects related to the design and implementation of commercial database systems, mainly using Oracle RDBMS. He is a keen supporter of the R Project for Statistical Computing, which he tries to use both in his research and teaching activities.    

Summary

This book describes computational problems related to kernel density estimation (KDE) – one of the most important and widely used data smoothing techniques. A very detailed description of novel FFT-based algorithms for both KDE computations and bandwidth selection are presented.
The theory of KDE appears to have matured and is now well developed and understood. However, there is not much progress observed in terms of performance improvements. This book is an attempt to remedy this.
The book primarily addresses researchers and advanced graduate or postgraduate students who are interested in KDE and its computational aspects. The book contains both some background and much more sophisticated material, hence also more experienced researchers in the KDE area may find it interesting.
The presented material is richly illustrated with many numerical examples using both artificial and real datasets. Also, a number of practical applications related to KDE are presented.

Product details

Authors Artur Gramacki
Publisher Springer, Berlin
 
Languages English
Product format Hardback
Released 01.01.2018
 
EAN 9783319716879
ISBN 978-3-31-971687-9
No. of pages 176
Dimensions 164 mm x 242 mm x 19 mm
Weight 426 g
Illustrations XXIX, 176 p. 70 illus.
Series Studies in Big Data
Studies in Big Data
Subjects Natural sciences, medicine, IT, technology > Technology > General, dictionaries

B, Big Data, Datenbanken, Artificial Intelligence, engineering, Computational Intelligence, Databases, Fast Fourier Transform, Field-programmable Gate Arrays, Data Binning

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.

Write a review

Thumbs up or thumbs down? Write your own review.

For messages to CeDe.ch please use the contact form.

The input fields marked * are obligatory

By submitting this form you agree to our data privacy statement.