The Parzen density estimate is known to be an effective tool for estimating the Bayes error, given a set of training samples from the class distributions. An algorithm is developed to select a given number of representative samples whose Parzen density estimate closely matches that of the entire sample set. Using this reduced representative set, a piecewise quadratic classifier which provides nearly optimal performance is designed.>
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Fukunaga et al. (1989) studied this question.
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