Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation

Minh-Lien Jeanne Nguyen, Claire Lacour, Vincent Rivoirard

This paper studies the estimation of the conditional density f (x, $\times$) of Y i given X i = x, from the observation of an i.i.d. sample (X i , Y i) $\in$ R d , i = 1,. .. , n.…