论文标题
通过动态编程拟合多模式密度
Fitting a Multi-modal Density by Dynamic Programming
论文作者
论文摘要
当将其约束以具有给定数量的模态间隔时，我们考虑拟合概率密度函数的问题。我们提出了一种动态编程方法来数字解决此问题。当该数字尚不清楚时，我们提供了几种选择数据驱动的方法。我们执行一些数值实验来说明我们的方法。
We consider the problem of fitting a probability density function when it is constrained to have a given number of modal intervals. We propose a dynamic programming approach to solving this problem numerically. When this number is not known, we provide several data-driven ways for selecting it. We perform some numerical experiments to illustrate our methodology.
