A kernel-based parametric method for conditional density estimation
Document Type
Article
Publication Date
2-1-2011
Abstract
A conditional density function, which describes the relationship between response and explanatory variables, plays an important role in many analysis problems. In this paper, we propose a new kernel-based parametric method to estimate conditional density. An exponential function is employed to approximate the unknown density, and its parameters are computed from the given explanatory variable via a nonlinear mapping using kernel principal component analysis (KPCA). We develop a new kernel function, which is a variant to polynomial kernels, to be used in KPCA. The proposed method is compared with the NadarayaWatson estimator through numerical simulation and practical data. Experimental results show that the proposed method outperforms the NadarayaWatson estimator in terms of revised mean integrated squared error (RMISE). Therefore, the proposed method is an effective method for estimating the conditional densities. © 2010 Elsevier Ltd.
Identifier
77958000637 (Scopus)
Publication Title
Pattern Recognition
External Full Text Location
https://doi.org/10.1016/j.patcog.2010.08.027
ISSN
00313203
First Page
284
Last Page
294
Issue
2
Volume
44
Grant
ATM-0716950
Fund Ref
National Science Foundation
Recommended Citation
Fu, Gang; Shih, Frank Y.; and Wang, Haimin, "A kernel-based parametric method for conditional density estimation" (2011). Faculty Publications. 11464.
https://digitalcommons.njit.edu/fac_pubs/11464
