Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

After publication of an earlier version of this paper, we received feedback that there were several incorrect references to related methods in the literature. These errors are corrected in the current ...