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We used kernel density estimation (KDE) methods to build a priori probability density functions (pdfs) for the vector of features that are used to classify unexploded ordnance items given electromagnetic-induction sensor data. This a priori information is then used to develop a new suite of estimation and classification algorithms. As opposed to the commonly used maximum-likelihood parameter estimation methods, here we employ a maximum a posteriori (MAP) estimation algorithm that makes use of KDE-generated pdfs. Similarly, we use KDE priors to develop a suite of classification schemes operating in both "feature" space as well as ldquosignal/datardquo space. In terms of feature-based methods, we construct a support vector machine classifier and its extension to support M-ary classification. The KDE pdfs are also used to synthesize a MAP feature-based classifier. To address the numerical challenges associated with the optimal data-space Bayesian classifier, we have used several approximation techniques, including Laplacian approximation and generalized likelihood ratio tests employing the priors. Using both simulations and real field data, we observe a significant improvement in classification performance due to the use of the KDE-based prior models.