Parzen window method and classification
A slecture by ECE student Chiho Choi
Partly based on the ECE662 Spring 2014 lecture material of Prof. Mireille Boutin.
in progess....
Unlike parametric density estimation methods, non-parametric approaches locally estimate density function by a small number of neighboring samples [4] and therefore show less accurate estimation results. In spite of their accuracy, however, the performance of classifiers designed using these estimates is very satisfactory.
The basic idea for estimating unknown density function is based on the fact that the probability $ P $ that a vector x belongs to a region $ R $ [1]:
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