Rank: 158 based on 373 downloads (last 30 days) and 5 files submitted
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Zdravko Botev

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Company/University
University of New South Wales

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Professional Interests:
Monte Carlo methods: generalized splitting

 

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Files Posted by Zdravko View all
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07 Nov 2012 Screenshot Fractional Brownian field or surface generator Generates fractional Brownian field or surface with a given Hurst parameter using Stein's method. Author: Zdravko Botev circulant matrix, fractional brownian s..., wiener sheet, stationary gaussian p..., circulant embedding 11 0
06 Nov 2012 Screenshot Fractional Brownian motion generator Generates fractional Brownian motion with a given Hurst parameter using the FFT. Author: Zdravko Botev fractional brownian m..., circulant matrix, spectral method, stationary gaussian p... 27 0
02 Nov 2012 Screenshot Circulant Embedding method for generating stationary Gaussian field Implements Dietrich and Newsam's circulant embedding method for fast generation of Gaussian fields. Author: Zdravko Botev random field, stationary gaussian p..., fractional brownian m..., wiener sheet, spatial process 12 0
13 Jan 2011 Screenshot Kernel Density Estimator Reliable and extremely fast kernel density estimator for one-dimensional data Author: Zdravko Botev automatic hitech band..., kernel smoothing, probability, statistics, tdsubha2010 199 32
  • 4.72
4.7 | 26 ratings
26 May 2009 Screenshot kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev kernel density estima..., probability, optimal bandwidth sel..., statistics 124 30
  • 4.0
4.0 | 24 ratings
Comments and Ratings by Zdravko View all
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21 Jan 2011 Kernel Density Estimator Reliable and extremely fast kernel density estimator for one-dimensional data Author: Zdravko Botev

Due to numerical round-off error from the fft.m function, it is possible to get density values of -1.38e-018 (instead of 0) and cdf values slightly larger than 1.
If this is a problem, one can correct the output from kde by overwriting:

density=max(density,0); cdf=min(1,cdf);
15 Oct 2010 Kernel Density Estimator Reliable and extremely fast kernel density estimator for one-dimensional data Author: Zdravko Botev

Dear George, the kde function works as it should. There is no problem with the kde. What you call a problem is actually one of the main strengths of the routine.

By typing data = [d1;d1;d1;d1;d1;d2;d3];
you are creating DISCRETE data, because you create ties (the same values appear multiple times). For a truly continuous data, there can be no ties or repeated values!!!
If you have ties, then the data CANNOT be continuous be definition.

The kde.m CORRECTLY recognizes that the data you have provided is perfectly discrete and since discrete data does not need smoothing, the selected bandwidth should be zero. kde.m is the only routine I am aware of that does this correctly, every other routine fails this BASIC theoretical test.
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22 May 2013 kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev Asha

Hi, I am using kde2d package for whale distribution data. I would like to plot the 50% and 95% kernels to look at where the core of the sightings are being made. Is this possible with this package? I am also not sure what the current legend means. I like the colour gradation that shows highly dense areas vs. lower density areas but it would be great if I could figure out why the numbers are as high as they are. I would appreciate any help on this matter please.
Thanks
Asha
05 Apr 2013 kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev Simon

hey there
I have a problem: Im having a vector of log returns (1189 rows) whose distribution i want to estimate with a kernel distribution.
So i just type in: "ksdensity(returnvector)". I get a curve, which looks ok, but on the y axis, I get values up to 60 (nothing normalised). And the mean (by clicking on the curve, choosing tools and data statistics) is completely different from the normal mean calculated as "mean(returnvector)". I dont know what is wrong here, which mean do i need to chose and which std??

Thx
13 Feb 2013 kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev Arnault

A quick question about the bandwidth parameter. Does it have a unit? Does it correspond the the larger of the kernel related to the size of the grid cell?
17 Dec 2012 Kernel Density Estimator Reliable and extremely fast kernel density estimator for one-dimensional data Author: Zdravko Botev Beuchat, Nicolas

Brilliant! Saves me a lot of computation time and I gain in precision :-)

Thanks!
16 Nov 2012 kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev S, Harish

Top Tags Applied by Zdravko
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stationary gaussian process, circulant matrix, fractional brownian motion, probability, statistics
Files Tagged by Zdravko View all
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
07 Nov 2012 Screenshot Fractional Brownian field or surface generator Generates fractional Brownian field or surface with a given Hurst parameter using Stein's method. Author: Zdravko Botev circulant matrix, fractional brownian s..., wiener sheet, stationary gaussian p..., circulant embedding 11 0
06 Nov 2012 Screenshot Fractional Brownian motion generator Generates fractional Brownian motion with a given Hurst parameter using the FFT. Author: Zdravko Botev fractional brownian m..., circulant matrix, spectral method, stationary gaussian p... 27 0
02 Nov 2012 Screenshot Circulant Embedding method for generating stationary Gaussian field Implements Dietrich and Newsam's circulant embedding method for fast generation of Gaussian fields. Author: Zdravko Botev random field, stationary gaussian p..., fractional brownian m..., wiener sheet, spatial process 12 0
13 Jan 2011 Screenshot Kernel Density Estimator Reliable and extremely fast kernel density estimator for one-dimensional data Author: Zdravko Botev automatic hitech band..., kernel smoothing, probability, statistics, tdsubha2010 199 32
  • 4.72
4.7 | 26 ratings
26 May 2009 Screenshot kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev kernel density estima..., probability, optimal bandwidth sel..., statistics 124 30
  • 4.0
4.0 | 24 ratings

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