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[![DOI](https://zenodo.org/badge/901331908.svg)](https://doi.org/10.5281/zenodo.14674657)
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![License](https://img.shields.io/github/license/rudolfwilliam/torch-kde)
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A differentiable implementation of [kernel density estimation](https://en.wikipedia.org/wiki/Kernel_density_estimation) in PyTorch by Klaus-Rudolf Kladny.
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A differentiable implementation of [kernel density estimation](https://en.wikipedia.org/wiki/Kernel_density_estimation) in PyTorch.
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$$\hat{f}(x) = \frac{1}{|H|^{\frac{1}{2}} n} \sum_{i=1}^n K \left( H^{-\frac{1}{2}} \left( x - x_i \right) \right)$$
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