Section 3.4
described that we chose the ML (or, equivalently, minimum entropy) value of the
Gaussian-kernel standard-deviation
.
We have found that for sufficiently large sample size
, the choice of
is not sensitive to the value of
, thereby enabling us to automatically set
to an appropriate value before the processing begins. Figure 3.2(b)
depicts this behavior. Thus, given the Markov neighborhood and the
local-sampling Gaussian variance, the method chooses the critical Parzen-window
kernel parameters
and
automatically in a data-driven fashion using
information-theoretic metrics.
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