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I came across the term "Parzen" while reading the research paper titled Generative Adversarial Nets. It has been used in the research paper in two contexts.

#1: In phrase "Parzen window"

We estimate probability of the test set data under $p_g$ by fitting a Gaussian Parzen window to the samples generated with $G$ and reporting the log-likelihood under this distribution.

#2: In phrase "Parzen density estimation"

Evaluating $p(x)$ in Generative autoencoders and Adversarial models: Not explicitly represented, may be approximated with Parzen density estimation

Is there any definition for the word Parzen and how is it related to the probability distributions?

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Parzen was a statistician, who worked in spectral analysis and stochastic processes. I don't know if he invented them, but those windows and probability density esimation methods are named after him.

See also his Wikipedia entry.

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