METHOD AND DEVICE FOR GENERATING MINIMUM ENTROPY KERNEL DENSITY ESTIMATOR, AND COMPUTER-READABLE STORAGE MEDIUM

摘要

A method and device for generating a minimum entropy kernel density estimator and a computer-readable storage medium, used to reduce the uncertainty of an objective function and enhance the robustness of a kernel density estimator. The method comprises: constructing a first kernel density estimator for a first data set; determining an objective function for obtaining an optimal value of a window width parameter h; solving an expression of the window width parameter h by means of a second kernel density estimator and the objective function; and choosing a preset error threshold ξ and an initial value h₀ of the window width parameter h, and using an iterative algorithm to iterate the value of the window width parameter h until the absolute difference between the value of window width parameter h and the value of h obtained in the previous iteration is not greater than ξ. The technical solution of the present application reduces the uncertainty of the objective function and enhances the robustness of the kernel density estimator.