UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

Orthogonal series density estimation and the kernel eigenvalue problem

Girolami, M; (2002) Orthogonal series density estimation and the kernel eigenvalue problem. NEURAL COMPUT , 14 (3) 669 - 688.

Full text not available from this repository.

Abstract

Kernel principal component analysis has been introduced as a method of extracting a set of orthonormal nonlinear features from multivariate data, and many impressive applications are being reported within the literature. This article presents the view that the eigenvalue decomposition of a kernel matrix can also provide the discrete expansion coefficients required for a nonparametric orthogonal series density estimator. In addition to providing novel insights into nonparametric density estimation, this article provides an intuitively appealing interpretation for the nonlinear features extracted from data using kernel principal component analysis.

Type:Article
Title:Orthogonal series density estimation and the kernel eigenvalue problem
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

Archive Staff Only: edit this record