2D Bandwidth Estimator for KDE

2D kernel density estimator from weighted data.

The submission includes a code for estimating a 2D bandwidth ("getBandwidth.m") matrix for a Gaussian Kernel Density Estimator. The included demonstration code ("demoBWEstimation.m") estimates a bandwidth from a weighted set of data-points and displays the resulting KDE by tabulating it, as well as displaying it as a Gaussian Mixture Model. The bandwidth calculation is a special case of a more general bandwidth estimator [1], which was developed originally for online density estimation.

[1] Kristan et al., Multivariate Online Kernel Density Estimation with Gaussian Kernels, Pattern Recognition, 2011 (url: http://vicos.fri.uni-lj.si/data/publications/KristanPR11.pdf)