An Intro to Kernel Density Estimation

mathisonian.github.io

Kernel density estimation is a really useful statistical tool with an intimidating name. Often shortened to KDE, it’s a technique that let’s you create a smooth curve given a set of data. This can be useful if you want to visualize just the “shape” of some data, as a kind of continuous replacement for the discrete histogram. It can also be used to generate points that look like they came from a certain dataset - this behavior can power simple simulations, where simulated objects are modeled off of real data.

Really excellent visual / interactive explainer. You can absorb the entire concept in a memorable way within 2 minutes. Very worthwhile.

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