Definition:Gaussian Kernel

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