Answers.Body: <p><a href="https://statistics.stanford.edu/history/emanuel-parzen" rel="nofollow noreferrer">Parzen</a> was a statistician, who worked in spectral analysis and stochastic processes. I don't know if he invented them, but those windows and probability density esimation methods are named after him.</p>
  <p>See also his <a href="https://en.wikipedia.org/wiki/Emanuel_Parzen" rel="nofollow noreferrer">Wikipedia entry</a>.</p>
  
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Answers.CreationDate: 2021-08-02T08:12:39.980Z
Answers.LastActivityDate: 2021-08-02T08:12:39.980Z
Answers.UserDisplayName: Oliver Mason
Body: <p>I came across the term &quot;Parzen&quot; while reading the research paper titled <a href="https://arxiv.org/pdf/1406.2661.pdf" rel="nofollow noreferrer">Generative Adversarial Nets</a>. It has been used in the research paper in two contexts.</p>
  <p><strong>#1</strong>: In phrase &quot;Parzen window&quot;</p>
  <blockquote>
  <p>We estimate probability of the test set data under <span class="math-container">$p_g$</span> by <strong>fitting a
  Gaussian Parzen window</strong> to the samples generated with <span class="math-container">$G$</span> and reporting
  the log-likelihood under this distribution.</p>
  </blockquote>
  <p><strong>#2</strong>: In phrase &quot;Parzen density estimation&quot;</p>
  <blockquote>
  <p>Evaluating <span class="math-container">$p(x)$</span> in Generative autoencoders and Adversarial models: Not
  explicitly represented, may be approximated with <strong>Parzen density
  estimation</strong></p>
  </blockquote>
  <p>Is there any definition for the word Parzen and how is it related to the probability distributions?</p>
  
Tags: <terminology><definitions><probability>
Title: What exactly is a Parzen?
UserDisplayName: hanugm
ThreadText: # What exactly is a Parzen?
  
  (Asked by: username_0 on 2021-08-02)
  
  I came across the term "Parzen" while reading the research paper titled [Generative Adversarial Nets](https://arxiv.org/pdf/1406.2661.pdf). It has been used in the research paper in two contexts.
  
  **#1**: In phrase "Parzen window"
  
  > We estimate probability of the test set data under $p\_g$ by **fitting a
  > Gaussian Parzen window** to the samples generated with $G$ and reporting
  > the log-likelihood under this distribution.
  
  **#2**: In phrase "Parzen density estimation"
  
  > Evaluating $p(x)$ in Generative autoencoders and Adversarial models: Not
  > explicitly represented, may be approximated with **Parzen density
  > estimation**
  
  Is there any definition for the word Parzen and how is it related to the probability distributions?
  
  **Tags:** terminology, definitions, probability
  
  
  ---
  
  ## 1 answers
  
  ### Answer by username_1 on 2021-08-02. Score: 2
  
  [Parzen](https://statistics.stanford.edu/history/emanuel-parzen) was a statistician, who worked in spectral analysis and stochastic processes. I don't know if he invented them, but those windows and probability density esimation methods are named after him.
  
  See also his [Wikipedia entry](https://en.wikipedia.org/wiki/Emanuel_Parzen).
  
  
  ---
  
  