Questions tagged [density-estimation]

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Why does a quantile regression estimator underestimate the variance when using the quantile huber loss?

I have a question to quantile regression which is related to distributional Reinforcement Learning. Let the quantile loss (QL) be defined as \begin{align*} \mathcal{L}^{\tau}_{\text{QR}}(\...
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How can I interpret the value returned by score(X) method of sklearn.neighbors.KernelDensity?

For sklearn.neighbors.KernelDensity, its score(X) method according to the sklearn KDE documentation says: Compute the log-...
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Optimize parametric Log-Likelihood with a Decision Tree

Suppose there are some objects with features, and the target is parametric density estimation. Density estimation is model-based. Parameters are obtained by maximizing log-likelihood. $LL = \sum_{i \...
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How to estimate conditional density using neural network?

Conditional Variational Autoencoders (CVAE) and Mixture Density Networks (MDN) are supposed to address this issue. However, these models provide the distribution parameters, e.g., mean and standard ...
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Is knowing the class of probability density function mandatory for explicit density estimation?

In deep learning, models may learn the probability distribution that generated the dataset. Observe the following paragraph from Chapter 5: Machine Learning Basics from the book titled Deep Learning (...
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