Clustgrams: an extension to histogram densities based on the minimum description length principle

Density estimation is one of the most important problems in statistical inference and machine learning. A common approach to the problem is to use histograms, i.e., piecewise constant densities. Histograms are flexible and can adapt to any density given enough bins. However, due to the simplicity of histograms, a large number of parameters and a large… CONTINUE READING