(Neural Computation. 2005;17:1706-1714.)
© 2005 The MIT Press
Edgeworth-Expanded Gaussian Mixture Density Modeling
Marc M. Van Hulle
marc{at}neuro.kuleuven.ac.be, K. U. Leuven, Laboratorium voor Neuro- en Psychofysiologie B-3000 Leuven, Belgium
Instead of increasing the order of the Edgeworth expansion of a single gaussian kernel, we suggest using mixtures of Edgeworth-expanded gaussian kernels of moderate order. We introduce a simple closed-form solution for estimating the kernel parameters based on weighted moment matching. Furthermore, we formulate the extension to the multivariate case, which is not always feasible with algebraic density approximation procedures.
Copyright © 2005 by The MIT Press.