12. Vorlesung: Density estimation, outlier detection

Density estimation:

• definition of a density
• histogram based estimates
• kernel density estimation
• two online scripts on density estimation (with more details than we covered) are here and here. If you are really intersted in the statistical details, check out the books "Nonparametric density estimation" by Luc Devroye and Laszlo Györfi, and "Combinatorial methods in density estimation" by Luc Devroye and Gabor Lugosi

Outlier detection (anomaly detection, novelty detection):

• definitions of the different problems, and some simple solutions.

Change detection:

• definition and a simple solution