TITLE:
Aggregating Density Estimators: An Empirical Study
AUTHORS:
Mathias Bourel, Badih Ghattas
KEYWORDS:
Machine Learning; Histogram; Kernel Density Estimator; Bagging; Boosting; Stacking
JOURNAL NAME:
Open Journal of Statistics,
Vol.3 No.5,
October
9,
2013
ABSTRACT:
Density estimation methods based on aggregating several estimators
are described and compared over several simulation models. We
show that aggregation gives rise in general to better estimators than simple
methods like histograms or kernel density estimators. We suggest three new
simple algorithms which aggregate histograms and compare very well to all the
existing methods.