Estimating multidimensional probability fields using the Field Estimator for Arbitrary Spaces (FiEstAS) with applications to astrophysics

@article{Ascasibar2010EstimatingMP,
  title={Estimating multidimensional probability fields using the Field Estimator for Arbitrary Spaces (FiEstAS) with applications to astrophysics},
  author={Yago Ascasibar},
  journal={Comput. Phys. Commun.},
  year={2010},
  volume={181},
  pages={1438-1443}
}
  • Y. Ascasibar
  • Published 7 June 2010
  • Mathematics, Computer Science, Physics
  • Comput. Phys. Commun.
Abstract The Field Estimator for Arbitrary Spaces (FiEstAS) computes the continuous probability density field underlying a given discrete data sample in multiple, non-commensurate dimensions. The algorithm works by constructing a metric-independent tessellation of the data space based on a recursive binary splitting. Individual, data-driven bandwidths are assigned to each point, scaled so that a constant “mass” M 0 is enclosed. Kernel density estimation may then be performed for different… Expand
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  • Y. Ascasibar
  • Computer Science, Physics
  • Comput. Phys. Commun.
  • 2008
TLDR
A new algorithm for Monte Carlo integration, based on the Field Estimator for Arbitrary Spaces ( FiEstAS), with emphasis on multimodal distributions with strong parameter degeneracies is described. Expand
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