Definition:Gaussian Kernel
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Definition
The Gaussian kernel of a probability density function is the kernel of the form:
- $\map k u = \dfrac 1 {\sqrt {2 \pi} } e^{-u^2 / 2}$
Also known as
The Gaussian kernel of a probability density function is also known as the normal kernel.
Also see
- Results about kernel density estimation can be found here.
Source of Name
This entry was named for Carl Friedrich Gauss.
Sources
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): kernel density estimation