# What exactly is a Parzen?

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?

## 1 Answer

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.