For example I have the variables x, y and a probability distribution p(x,y). I want to approximate p(x,y) as a linear function, a plane in this case, at least somewhere in the domain. However I only have samples from the distribution. In case of big amount of data the it is easy to collect them into bins, and fit a plane onto the estimated density function. But I don't want to compress data, I would like to use point itself. Are there any method to do this?