Girolami, M. (2002) Orthogonal series density estimation and the kernel eigenvalue problem. Neural Computation, 14(3), pp. 669-688. (doi: 10.1162/089976602317250942)
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Abstract
Kernel principal component analysis has been introduced as a method of extracting a set of orthonormal nonlinear features from multivariate data, and many impressive applications are being reported within the literature. This article presents the view that the eigenvalue decomposition of a kernel matrix can also provide the discrete expansion coefficients required for a nonparametric orthogonal series density estimator. In addition to providing novel insights into nonparametric density estimation, this article provides an intuitively appealing interpretation for the nonlinear features extracted from data using kernel principal component analysis.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Girolami, Prof Mark |
| Authors: | Girolami, M. |
| College/School: | College of Science and Engineering > School of Computing Science |
| Journal Name: | Neural Computation |
| ISSN: | 0899-7667 |
| ISSN (Online): | 1530-888X |
| Published Online: | 13 March 2006 |
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