Variable Width Elliptic Gaussian Kernels for Probability Density Estimation

Estimation of probability density functions based on available data is important problem arising in various fields, such as telecommunications, machine learning, data mining, pattern recognition and computer vision. In this paper, we consider Kernel-based non-parametric density estimation methods and derive formulae for variable kernel density estimation using generalized, elliptic Gaussian kernels. The proposed technique is verified on simulated data.