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Probability Density Estimation by Decomposition of Correlation Integral

机译:相关性积分分解的概率密度估计

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Correlation dimension is usually used to study features of fractals and data generating processes. For estimation of value of correlation dimension in a particular case often a polynomial approximation of correlation integral is used and then the linear regression for logarithms of variables is applied. In this paper we show that correlation integral can be decomposed into functions each related to particular point of data space. For these functions one can use similar polynomial approximations as for the correlation integral. Essential difference is that value of exponent, which would correspond to correlation dimension, differs in accordance to position of point in question. Moreover we show that multiplicative constant represents probability density estimation at that point. This finding is used for construction of a classifier. Tests with some data sets from Machine Learning Repository shows that this classifier can be very effective.
机译:相关维度通常用于研究分形和数据生成过程的特征。为了在特定情况下估计相关维度的值,使用相关积分的多项式近似,然后应用变量的对数的线性回归。在本文中,我们示出了相关积分可以分解成与特定数据空间点相关的功能。对于这些功能,可以使用类似的多项式近似作为相关性积分。基本差异是指数值对应于相关尺寸的指数值,根据有关点的位置而不同。此外,我们表明乘法恒定表示该点处的概率密度估计。此发现用于构建分类器。从机器学习存储库的某些数据集测试显示此分类器可以非常有效。

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