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Kernel density estimate

csnatarajan
Beginner
‎01-08-2010 08:31 AM
490 Views
Hello all,
I was wondering if MKL (in VSL or VML) has a built in method for calculating the kernel density estimate of a input stream. I see that there are quite a few rngs and distribution generators but I couldn't find documentation for estimating say the pdf of a input stream.

I am new to this forum so my apologies if this question has already been answered.

Thanks in advance and cheers,

CSN
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Andrey_N_Intel
Employee
‎01-09-2010 03:29 AM
490 Views
Hello,
At the moment VSLand VML components of Math Kernel Library does not have functionality tocompute probability density function fora givendataset. We investigate opportunities for the future VSL development, so your inputs relatedto clarification of the aspects of yourquestion would be appreciated.
Doespdfestimationtake significant amount of time in your applications? What is your typical usage model for pdf computation (for example, the dataset is availablein blocks only, andthenext block is used to update the estimate and toconduct the further analysis; or all the data points are immediately available)? Canyourinput streamcontain missing points or/and outliers?
Are you interested in processing of one- or multi-dimensional streams?
Whatcan bethe typical number ofpoints in the input stream?
Whichother estimates besides pdf arerequired in your applications?
Thanks,
Andrey
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