DMCA
Density Ratio Estimation: A Comprehensive Review (2010)
| Citations: | 1 - 0 self |
BibTeX
@MISC{Sugiyama10densityratio,
author = {Masashi Sugiyama and et al.},
title = {Density Ratio Estimation: A Comprehensive Review},
year = {2010}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
Density ratio estimation has attracted a great deal of attention in the statistics and machine learning communities since it can be used for solving various statistical data processing tasks such as non-stationarity adaptation, two-sample test, outlier detection, independence test, feature selection/extraction, independent component analysis, causal inference, and conditional probability estimation. When estimating the density ratio, it is preferable to avoid estimating densities since density estimation is known to be a hard problem. In this paper, we give a comprehensive review of density ratio estimation methods based on moment matching, probabilistic classification, and ratio matching.
Keyphrases
comprehensive review density ratio estimation density estimation density ratio estimation method hard problem independent component analysis conditional probability estimation density ratio machine learning community probabilistic classification two-sample test great deal non-stationarity adaptation ratio matching causal inference various statistical data independence test feature selection extraction moment matching
