/ConditionalOSDE

implementation of Orthogonal Series Density Estimator (OSDE) and Conditional Orthogonal Series Density Estimator (COSDE)

Primary LanguagePythonMIT LicenseMIT

ConditionalOSDE

implementation of Orthogonal Series Density Estimator (OSDE) [1] and Conditional Orthogonal Series Density Estimator (COSDE)

License: MIT

Setup

pip install -r requirements.txt  #install required packages

python setup.py install          #install cosde pakages

Note

  1. see README.md under the folder cosde/ for implementation details

  2. there are two notebook demos the folder examples/

[1] Girolami, M. (2002). Orthogonal series density estimation and the kernel eigenvalue problem. Neural computation, 14(3), 669-688.