2D Bandwidth Estimator for KDE

Version 1.4.0.0 (25.3 KB) by Matej Kristan
2D kernel density estimator from weighted data.
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Updated 8 Apr 2013

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The submission includes a code for estimating a 2D bandwidth ("getBandwidth.m") matrix for a Gaussian Kernel Density Estimator. The included demonstration code ("demoBWEstimation.m") estimates a bandwidth from a weighted set of data-points and displays the resulting KDE by tabulating it, as well as displaying it as a Gaussian Mixture Model. The bandwidth calculation is a special case of a more general bandwidth estimator [1], which was developed originally for online density estimation.

[1] Kristan et al., Multivariate Online Kernel Density Estimation with Gaussian Kernels, Pattern Recognition, 2011 (url: http://vicos.fri.uni-lj.si/data/publications/KristanPR11.pdf)

Cite As

Matej Kristan (2024). 2D Bandwidth Estimator for KDE (https://www.mathworks.com/matlabcentral/fileexchange/36153-2d-bandwidth-estimator-for-kde), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
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Acknowledgements

Inspired: Ensemble MCMC sampler

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Version Published Release Notes
1.4.0.0

added the following missing function:

function s = col_sum( a )

s = sum(a,1) ;
1.2.0.0

Just the description.
1.0.0.0