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# Density Estimation by Dual Ascent of the Log-likelihood

@inproceedings{Tabak2009DensityEB, title={Density Estimation by Dual Ascent of the Log-likelihood}, author={Esteban G. Tabak}, year={2009} }

- Published 2009

Abstract. A methodology is developed to assign, from an observed sample, a joint-probability distribution to a set of continuous variables. The algorithm proposed performs this assignment by mapping the original variables onto a jointly-Gaussian set. The map is built iteratively, ascending the log-likelihood of the observations, through a series of steps that move the marginal distributions along a random set of orthogonal directions towards normality.

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