Kernel density estimation via diffusion in 1d and 2d.
# KDE-diffusion
Kernel density estimation via diffusion in 1d and 2d
Provides the fast, adaptive kernel density estimator based on linear
diffusion processes for one-dimensional and two-dimensional input data
as outlined in the [2010 paper by Botev et al.][paper] The reference
implementation for [1d] and [2d], in Matlab, was provided by the paper's
first author, Zdravko Botev. This is a re-implementation in Python,
with added test coverage.
Find the full [documentation on Read-the-Docs][docs].
[paper]: https://dx.doi.org/10.1214/10-AOS799
[1d]: https://mathworks.com/matlabcentral/fileexchange/14034
[2d]: https://mathworks.com/matlabcentral/fileexchange/17204
[docs]: https://kde-diffusion.readthedocs.io