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Nonparametric Density Estimation

Parametric modeling of PDFs assumes that the forms of the PDFs are known. Such knowledge typically comes from either a scientific analysis of the physical process or from empirical analysis of the observed data, e.g., a popular parametric PDF model for the noise in the k-space MRI data is the independent and identically distributed (i.i.d.) additive Gaussian. Then what remains, in statistical inference, is to estimate the parameters associated with the PDF. In many practical situations, however, simple parametric models do not accurately explain the physical processes. One reason for this is that virtually all the parametric PDF models are unimodal, but many practical situations exhibit multimodal PDFs. Attempts at modeling high-dimensional multimodal PDFs as products of $1$D parametric PDFs do not succeed well in practice either. Therefore, one needs to employ the more sophisticated nonparametric density-estimation techniques that do not make any assumptions about the forms of the PDFs--except the mild assumption that PDFs are smooth functions [171,156]--and can represent arbitrary PDFs given sufficient data. One such technique is the Parzen-window density estimation.



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Suyash P. Awate 2007-02-21