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Fast Kernel Density Estimator (Multivariate)

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Fast Kernel Density Estimator (Multivariate)

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09 Apr 2013 (Updated )

A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM.

sqdist(centrs, point, precision)
function d = sqdist(centrs, point, precision)

dA = bsxfun(@minus, centrs, point)' ; 
A = dA * precision ;
d = sum(A.*dA,2)' ;

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