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   -> Volume 7, Issue 4


Question: Wavelets for multi-dimensional density estimation
 
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"Rui. Shao" (rui.shao@newcastle.ac.uk)
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PostPosted: Mon Mar 23, 1998 5:14 pm    
Subject: Question: Wavelets for multi-dimensional density estimation
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#19 Question: Wavelets for multi-dimensional density estimation

Dear Waveletters,

I am a postgrad in the Department of Chemical and Process Engineering,
university of Newcastle, UK. My research interest is the application
of wavelet transform in chemical process monitoring, etc.

Density estimation using wavelets is a very interesting topic for me
and I have obtained satisfactory results in one-dimensional
case. Daubechies' wavelets are adopted; the square-root of the density
function is estimated first according to Pinheiro and Vidakovic
(1995); wavelet thresholding proposed by Donoho, etc. is also used.

However I find the multi-dimensional density estimation extremely
difficult. The main problems include: curse of dimensionality, number
of wavelets required growing exponentially with the dimension,
computation complexity... I tend to use Wave-Net to solve this but not
sucessful. I wonder is there anyone has given any practical solution
to this problem?

Any help or hints would be highly appreciated!

yours hopefully,

Rui Shao
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