A probability density function generator based on neural networks
- Elsevier BV
- Publication Type:
- Journal Article
- Physica A: Statistical Mechanics and its Applications, 2019
- Issue Date:
|A probability density function generator based on neural networks.pdf||712.02 kB|
Copyright Clearance Process
- Recently Added
- In Progress
- Open Access
This item is currently unavailable due to the publisher's embargo.
The embargo period expires on 30 Nov 2021
In order to generate a probability density function (PDF) for fitting the probability distributions of practical data, this study proposes a deep learning method which consists of two stages: (1) a training stage for estimating the cumulative distribution function (CDF) and (2) a performing stage for predicting the corresponding PDF. The CDFs of common probability distributions can be utilised as activation functions in the hidden layers of the proposed deep learning model for learning actual cumulative probabilities, and the differential equation of the trained deep learning model can be used to estimate the PDF. Numerical experiments with single and mixed distributions are conducted to evaluate the performance of the proposed method. The experimental results show that the values of both CDF and PDF can be precisely estimated by the proposed method.
Please use this identifier to cite or link to this item: