We consider the problem of fitting a probability density function when it is constrained to have a given number of modal intervals. We propose a dynamic programming approach to solving this problem numerically. When this number is not known, we provide several data-driven ways for selecting it. We perform some numerical experiments to illustrate our methodology.

翻译：我们认为,当概率密度函数受限制,只能有一定数量的模型间隔时,就存在安装概率密度函数的问题。我们提出了一个动态的方案编制方法,从数字上解决这个问题。当这个数字未知时,我们提供几种数据驱动方法来选择它。我们进行了一些数字实验来说明我们的方法。