Goal of PDF Projection

The goal is to approximate some unknown distribution, denoted by or just by , by converting into a PDF of . We call this PDF projection since the PDF is projected onto the input data space. So, given that we know (or have estimated) , what does this tell us about ? Let be the set of PDFs which generate through . More precisely, if then samples drawn from PDF , and passed through must have PDF . We denote PDFs that are members of by . Thus, PDF projection is a matter of finding a member of . The reference hypothesis appears in the argument list because each member distribution of is uniquely determined by [5]. The entirety of all PDFs in are found by selection of .

Baggenstoss 2017-05-19