Kernel Density Estimation with Python from Scratch
Kernel density estimation (KDE) is a statistical technique used to estimate the probability density function of a random variable. It creates a smooth curve from discretely sampled data that reflects the underlying density distribution. KDE is widely used in various fields, including signal processing, statistics, machine learning, data visualization, etc. Given a set of independent and identically distributed samples $x = {x_1, x_2, \cdots, x_n}$, the KDE process can be formulated as: $$ \hat{f}(x;h)=\frac{1}{n h} \sum_{i=1}^n K\left(\frac{x-x_i}{h}\right) $$ Where $K$ is the kernel function that satisfies $\int_{-\infty}^{\infty} K(t)dt = 1$....