Aggregating Density Estimators: An Empirical Study

• 作者: Badih Ghattas Mathias Bourel
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: Machine Learning HISTOGRAM KERNEL Density ESTIMATOR BAGGING BOOSTING STACKING
• 年，卷（期）: 2013,（5）
• 页码范围: 344-355
• 页数: 12页
• 分类号: O1

摘要

Density estimation methods based on aggregating several estimators are described and compared over several simulation models. We show that aggregation gives rise in general to better estimators than simple methods like histograms or kernel density estimators. We suggest three new simple algorithms which aggregate histograms and compare very well to all the existing methods.