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Last active October 19, 2015 00:47
Bayesian Blocks Density Estimation

Kernel density estimation with per-sample bandwidths determined by the widths of Bayesian Blocks.

As the measurements in this example are quantized, the block likelihood needs to account for the bin width. However, the current implementation assumes continuous, unique event data. Therefore, noise has been added to the dataset to approximate continuous measurements.

This example is based on a constant-bandwidth version by Mike Bostock.

cdmuhlb /
Last active October 19, 2015 21:19
Bayesian Blocks Algorithm