2
$\begingroup$

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?

$\endgroup$
2
$\begingroup$

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.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.