Nearest neighbor density functional estimation from inverse Laplace transform

1 code implementation • 22 May 2018 • J. Jon Ryu, Shouvik Ganguly, Young-Han Kim, Yung-Kyun Noh, Daniel D. Lee

A new approach to $L_2$-consistent estimation of a general density functional using $k$-nearest neighbor distances is proposed, where the functional under consideration is in the form of the expectation of some function $f$ of the densities at each point.