Monthly
288 pp. per issue
6 x 9, illustrated
ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

March 1, 2002, Vol. 14, No. 3, Pages 669-688
(doi: 10.1162/089976602317250942)
© 2002 Massachusetts Institute of Technology
Orthogonal Series Density Estimation and the Kernel Eigenvalue Problem
Article PDF (3.99 MB)
Abstract

Kernel principal component analysis has been introduced as a method of extracting a set of orthonormal nonlinear features from multivariate data, and many impressive applications are being reported within the literature. This article presents the view that the eigenvalue decomposition of a kernel matrix can also provide the discrete expansion coefficients required for a nonparametric orthogonal series density estimator. In addition to providing novel insights into nonparametric density estimation, this article provides an intuitively appealing interpretation for the nonlinear features extracted from data using kernel principal component analysis.