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Wavelet based Random Densities
Proceedings of the Sixth International Workshop on Artificial Intelligence and Statistics, PMLR R1:263-274, 1997.
Abstract
In this paper we describe theoretical properties of wavelet-based random densities and give algorithms for their generation. We exhibit random densities subject to some standard constraints: smoothness, modality, and skewness. We also give a relevant example of use of random densities.