Kernel Density Estimation from Scratch

Motivation Why am I writing about KDE’s? At the recommendation of Will Kurt’s probability blog I’ve been reading a great book on data analysis by Philipp K. Janert: This book has a great intro to KDEs that explain the motivation. My own abbreviated version are that KDEs provide a useful technique to visualize a variables distribution. Visualizing your data is an important step to take early in the data analysis stage.