Fast Computation of Kernel Estimators

@inproceedings{Raykar2009FastCO,
  title={Fast Computation of Kernel Estimators},
  author={Vikas Chandrakant Raykar and Ramani Duraiswami and Linda H. Zhao},
  year={2009}
}
The computational complexity of evaluating the kernel density estimate (or its derivatives) at m evaluation points given n sample points scales quadratically as O(nm)— making it prohibitively expensive for large datasets. While approximate methods like binning could speed up the computation, they lack a precise control over the accuracy of the approximation. There is no straightforward way of choosing the binning parameters a priori in order to achieve a desired approximation error. We propose… CONTINUE READING
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