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There is no need
to fit a model to the data.
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We
just compute some very simple statistics (the
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number
of datapoints in each bin) and store them.
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The number of
bins is exponential in the dimensionality
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of the
dataspace. So high-dimensional data is tricky:
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We
must either use big bins or get lots of zero counts
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(or
adapt the local bin-width to the density)
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The density has
silly discontinuities at the bin
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boundaries.
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We
must be able to do better by some kind of
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smoothing.
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