1
vote
0answers
41 views

Efficient evaluation of multidimensional kernel density estimate

Edit I have copied this discussion to the stats community site here, since I feel it is more relevant. Please feel free to close this in due course. I've seen a reasonable amount of literature about ...
2
votes
1answer
96 views

Karhunen-Loeve expansion for discrete-time process

Is there a Karhunen-Loeve theorem for discrete-time process? For example, let $\left\{X_i\right\}$ be a sequence of independent random variable which are uniformly distributed on the set $\{-1,1\}$. ...
2
votes
0answers
76 views

Is every covariance operator the covariance of a measure?

Let $X$ be a topological linear space over $\mathbb R$ which is complete and Hausdorff with a dual space that separates points. Let $k : X^* \to X$ be an arbitrary covariance operator. i.e., any ...
0
votes
1answer
750 views

Kernel width in Kernel density estimation

Hi, I am doing some Kernel density estimation, with a weighted points set (ie., each sample has a weight which is not necessary one), in N dimensions. Also, these samples are just in a metric space ...