Topological density estimation
Updated Sat, 04 Mar 2017 06:00:29 +0000
Parameter-free density estimation. Unlike cross-validation (CV), which optimizes an L2 error estimate, TDE optimizes an estimate of the so-called unimodal category. TDE outperforms CV on qualitative measures of multimodality for highly multimodal distributions. It is faster than CV and requires no parameters: just sample data and a choice of kernel (Gaussian and Epanechnikov are supported, as are histograms).
Steve Huntsman (2022). Topological density estimation (https://github.com/SteveHuntsmanBAESystems/TopologicalDensityEstimation), GitHub. Retrieved .
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