kde_density formula

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Pavel
Windoof-User
Windoof-User
Beiträge: 37
Registriert: 21. Okt 2006 23:42

kde_density formula

Beitrag von Pavel »

the formula for the gaussian KDE differes between the slides and the bishop book. which one is correct?
(the prefactor is different: 1/(N*(sqrt(2*pi)*h)^d) vs. 1/(N*(sqrt(2*pi)*h)))

sroth
Dozentin/Dozent
Beiträge: 37
Registriert: 20. Sep 2007 15:00

Re: kde_density formula

Beitrag von sroth »

Short answer:
There is a typo in the Bishop book, see http://research.microsoft.com/en-us/um/ ... -09-09.pdf

Long answer:
To understand the concepts it is important to understand rather than memorize the formulas. If you understand where the pre-factor comes from (volume of the kernel and number of data points), the answer can be readily derived.

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