Sökning: "nonparametric density estimation"

Hittade 2 uppsatser innehållade orden nonparametric density estimation.

  1. 1. Scalable Nonparametric L1 Density Estimation via Sparse Subtree Partitioning

    Master-uppsats, Uppsala universitet/Statistik, AI och data science

    Författare :Axel Sandstedt; [2023]
    Nyckelord :density estimation; scalable density estimation; nonparametric density estimation; scalable nonparametric density estimation; L1; L_1; anomaly detection; regression analysis;

    Sammanfattning : We consider the construction of multivariate histogram estimators for any density f seeking to minimize its L1 distance to the true underlying density using arbitrarily large sample sizes. Theory for such estimators exist and the early stages of distributed implementations are available. LÄS MER

  3. 2. Online Outlier Detection in Financial Time Series

    Master-uppsats, KTH/Matematisk statistik

    Författare :Robin Sedman; [2018]
    Nyckelord :;

    Sammanfattning : In this Master’s thesis, different models for outlier detection in financial time series are examined. The financial time series are price series such as index prices or asset prices. Outliers are, in this thesis, defined as extreme and false points, but this definition is also investigated and revised. LÄS MER