probability density estimation

'density estimation by dual ascent of the log-likelihood' by tabak and vanden-eijnden shows an interesting method for joint pdf estimation by mapping to gaussians. i wonder if the technique is related to 'whitening as a tool for estimating mutual information in spatiotemporal data sets' by galka, ozaki, bayard, and yamashita. they also cite the fact that innovations that are the sum of gaussian and poisson rvs can represent any continuous-time markov process. for continous dynamics, only the gaussian noise term will be present.