A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

A class of probability density estimates can be obtained by penalizing the likelihood by a functional which depends on the roughness of the logarithm of the density. The limiting case of the estimates ...

Estimation of a Probability Density Function and Its Derivatives Let X 1, X 2, ⋯ be independent identically distributed random variables having a common probability density function f.

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...