Density estimation of multivariate samples using Wasserstein distance
Density estimation of multivariate samples using Wasserstein distance
Density estimation is a central topic in statistics and a fundamental task of machine learning. In this paper, we present an algorithm for approximating multivariate empirical densities with a piecewise constant distribution defined on a hyperrectangular-shaped partition of the domain. The piecewise constant distribution is constructed through a hierarchical bisection …