The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator

Abstract

The computational cost of multivariate kernel density estimation can be reduced by prebinning the data. The data are discretized to a grid and a weighted kernel estimator is computed. We report results on the accuracy of such a binned kernel estimator and discuss the computational complexity of the estimator as measured by its average number of nonzero terms.Kernel density estimation, binning, estimation error, computational complexity