An Efficient and Continuous Voronoi Density EstimatorWe introduce a non-parametric density estimator deemed Radial Voronoi Density
Estimator (RVDE). RVDE is grounded in the geometry of Voronoi tessellations and
as such benefits from local geometric adaptiveness and broad convergence
properties. Due to its radial definition RVDE is moreover continuous and
computable in linear time with respect to the dataset size. This amends for the
main shortcomings of previously studied VDEs, which are highly discontinuous
and computationally expensive. We provide a theoretical study of the modes of
RVDE as well as an empirical investigation of its performance on
high-dimensional data. Results show that RVDE outperforms other non-parametric
density estimators, including recently introduced VDEs.
arxiv.org 
