Q97: The Fast Semi-bounded Kernel-Diffeomorphism Estimator

Ben Othman,I., Troudi,M., Ghorbel,F.

We introduce, by this work, a fast method to estimate probability density functions in the semi-bounded case. This new technique is a simplified version of the kernel-diffeomorphism estimator which requires complexity in the calculations. It is based on a logarithmic transformation of the data which will be estimated by the conventional kernel estimator. Thus, the algorithm complexity is reduced from $O(N^2)$ to $O(N)$.