Estimating Probability Density from Data

Overview

You will learn about estimatimng probability density from data through kernel density estimation methods

Goals

• Estimate probability density from data

• Learn about kernal density estimation methods

Lecture Materials

• Slides (probability density)

• Estimating Probability Density from Data

• Slides (probability density, part 2)

Homework Assignment

• Homework 05: Kernel Density Estimation

Supplemental Readings

• Positive Definite Matrix definition

• AstroML: Machine Learning and Data Mining for Astronomy

• Freedman-Diaconis Rule for choice of binning

• Kernel Density Estimation

• Algorithms for calculating variance

• Probability Mass Function