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Matej Kristan

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University of Ljubljana

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07 Jun 2013 Screenshot Unscented Hellinger distance between GMMs The code calculates a metric between a pair of multivariate Gaussian Mixture Models. Author: Matej Kristan signal processing, statistics, gaussian mixture mode..., distance functions, hellinger distance, bhattacharryya distan... 44 0
08 May 2013 Screenshot Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan kernel density estima..., gaussian mixture mode..., bandwidth, multivariate, signal processing, optimization 45 6
08 Apr 2013 Screenshot 2D Bandwidth Estimator for KDE 2D kernel density estimator from weighted data. Author: Matej Kristan statistics, signal processing, kernel density estima..., multivariate bandwidt..., gaussian mixture mode... 9 2
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20 Jan 2014 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan

@Aparna: The brute-force way is to discretize the pdf and find the maximum. The right way is to search by gradient ascent on the Gaussian Mixture Model. You can use the Mean Shift with the Gaussian kernel to do that. In fact, you can use my Matlab implementation that you can find as a part of the oKDE toolbox at my homepage (http://www.vicos.si/Research/Multivariate_Online_Kernel_Density_Estimation).

25 Oct 2013 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan

Taylor. There is a demo function called "demoBW_with_preclustering.m" there you will find an example of how to contruct the pdf as well as how to visualize it. In short the line "kde = constructKDE(pdf.Mu, pdf.w, H, pdf.Cov) ; " is the line you're looking for in that function.

27 Sep 2013 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan

Vinicius, the example is in the "demoBW_with_preclustering.m". On line 21 or so, there is an example of preclustering by calling "pdf = precluster( data ) ;".

08 Apr 2013 2D Bandwidth Estimator for KDE 2D kernel density estimator from weighted data. Author: Matej Kristan

bmv, thanks for the error dump. Apparently there was a leftover dependency on the Lightspeed Toolbox. I've updated the submission and it now includes the missing function.

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20 Jan 2014 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan Matej Kristan

@Aparna: The brute-force way is to discretize the pdf and find the maximum. The right way is to search by gradient ascent on the Gaussian Mixture Model. You can use the Mean Shift with the Gaussian kernel to do that. In fact, you can use my Matlab implementation that you can find as a part of the oKDE toolbox at my homepage (http://www.vicos.si/Research/Multivariate_Online_Kernel_Density_Estimation).

19 Jan 2014 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan Aparna

How can I find the max of the estimated pdf?

25 Oct 2013 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan Matej Kristan

Taylor. There is a demo function called "demoBW_with_preclustering.m" there you will find an example of how to contruct the pdf as well as how to visualize it. In short the line "kde = constructKDE(pdf.Mu, pdf.w, H, pdf.Cov) ; " is the line you're looking for in that function.

24 Oct 2013 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan J Taylor

What function returns the actual pdf? Obviously estimateBandwidth returns the bandwidths, but how do I obtain the estimated density function over some range for each dimension?

27 Sep 2013 Fast Kernel Density Estimator (Multivariate) A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. Author: Matej Kristan Matej Kristan

Vinicius, the example is in the "demoBW_with_preclustering.m". On line 21 or so, there is an example of preclustering by calling "pdf = precluster( data ) ;".

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