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On the number of modes of Gaussian kernel density estimators

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Appendix:32 Pages
Abstract

We consider the Gaussian kernel density estimator with bandwidth β12\beta^{-\frac12} of nn iid Gaussian samples. Using the Kac-Rice formula and an Edgeworth expansion, we prove that the expected number of modes on the real line scales as Θ(βlogβ)\Theta(\sqrt{\beta\log\beta}) as β,n\beta,n\to\infty provided ncβn2cn^c\lesssim \beta\lesssim n^{2-c} for some constant c>0c>0. An impetus behind this investigation is to determine the number of clusters to which Transformers are drawn in a metastable state.

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