1. A system comprising: a distributed network; and plurality of node devices connected to the distributed network, each node device having local measurements that are independent and identical distributed samples of a random variable, wherein each node device uses gossip-based distributed kernel density estimation to estimate an unknown distribution from the distributed samples using kernel density estimation comprising: obtaining the random values with an unknown distribution from each of the node devices; maintaining a local kernel set of each of the node devices; selecting from the plurality of node devices, a random node as a gossip target node; exchanging kernels from the gossip target node with each one of the remaining node devices; merging kernels with target node and kernels of each of the remaining nodes devices; determining whether the merged kernels exceed the resources of a particular node device of the remaining node devices; and performing a data reduction if the merged kernels exceed the resources of the particular node device.