The task is to implement density estimation using the K-NN method. Obtain an iid sample of N ≥ 1 points from a univariate normal (Gaussian) distribution (let us call the random variable X) centered at 1 and with variance 2. Now, empirically obtain an estimate of the density from the sample points using the K-NN method, for any value of K, where 1 ≤ K ≤ N. Produce one plot for each of the following cases (each plot should show the following three items: the N data points (instances or realizations of X) and the true and estimated densities versus x for a large number – e.g., 1000, 10000 – of discrete, linearly-spaced x values): (i) K = N = 1, (ii) K = 2, N = 10, (iii) K = 10, N = 10, (iv) K = 10, N= 1000, (v) K = 100, N= 1000, (vi) K = N = 50,000. Please provide appropriate axis labels and legends. Thus there should be a total of six figures (plots),
The task is to implement density estimation using the K-NN method. Obtain an iid
sample of N ≥ 1 points from a univariate normal (Gaussian) distribution (let us call
the random variable X) centered at 1 and with variance 2. Now, empirically obtain an
estimate of the density from the sample points using the K-NN method, for any value
of K, where 1 ≤ K ≤ N. Produce one plot for each of the following cases (each plot
should show the following three items: the N data points (instances or realizations of
X) and the true and estimated densities versus x for a large number – e.g., 1000, 10000
– of discrete, linearly-spaced x values): (i) K = N = 1, (ii) K = 2, N = 10, (iii) K = 10,
N = 10, (iv) K = 10, N= 1000, (v) K = 100, N= 1000, (vi) K = N = 50,000. Please
provide appropriate axis labels and legends. Thus there should be a total of six figures
(plots),
Step by step
Solved in 2 steps