tommyod/KDEpy

Using bandwidth matrices for bivariate FFTKDE

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#157 opened on Oct 30, 2023

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help wanted

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Description

Hi, I wonder if it's possible to use a user-specified bandwidth matrix for bivariate FFTKDE? Is it easy to modify the code to achieve this? Thanks.

Edit: I should introduce this paper on FFTKDE for non-diagonal bandwidth matrices:

https://www.tandfonline.com/doi/full/10.1080/10618600.2016.1182918

or the open access version:

https://arxiv.org/abs/1508.02766

Contributor guide

Research direction
Implement support for non diagonal bandwidth matrices in FFTKDE based on the referenced paper (arXiv:1508.02766). Modify the existing FFTKDE class to accept a bandwidth matrix and compute the kernel density estimate using FFT with the appropriate transformation.
Tech stack
python
Domain
data
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
Half day
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Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
PythonKDEpy
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
50