<p>Partition-based methods estimate data density by cutting the data space into smaller rectangles recursively. Shown in parts a-b are three clusters of points, the data marginal densities, and several partition scenarios. The data space (box) is partitioned in sequential steps denoted by numbers on the cut lines. Only the first three partition cuts are shown in parts a and b. (a) Bayesian Sequential Partition (BSP) is a Bayesian procedure that maximizes the posterior of the density estimation by dividing the data space via binary partitions; these partitions occur in the middle of the bounded region. On the other hand, Discrepancy Sequential Partition (DSP) performs division other than the mid-point; here, the division is guided by the dis...