AI RESEARCH
Density Estimation via Binless Multidimensional Integration
arXiv CS.LG
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We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences between neighbouring data points. Subsequently, such differences are integrated, weighted by their associated uncertainties, using a maximum-likelihood formulation.