http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=17489&objectType=file
After fixing a small bug in the code, I found this program works well to generate multidimensional mixture-gaussian distribution.
L. Greengard and V. Rokhlin, A Fast Algorithm for Particle Simulations. 1987
comment: A super clear paper on Particle Simulations. After you read this paper, you can clearly see that KDE is actually a special case of this algorithm.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment