@article {14011, title = {Fast optimal bandwidth selection for kernel density estimation}, journal = {Proceedings of the sixth SIAM International Conference on Data Mining}, year = {2006}, month = {2006///}, pages = {524 - 528}, abstract = {We propose a computationally efficient ϵ-exact approxima-tion algorithm for univariate Gaussian kernel based density derivative estimation that reduces the computational com- plexity from O(MN) to linear O(N +M). We apply the pro- cedure to estimate the optimal bandwidth for kernel density estimation. We demonstrate the speedup achieved on this problem using the {\textquotedblright}solve-the-equation plug-in{\textquotedblright} method, and on exploratory projection pursuit techniques. }, author = {Raykar,V.C. and Duraiswami, Ramani} }