Sugiyama, Masashi; Suzuki, Taiji; Kanamori, Takafumi - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 1009-1044
Estimation of the ratio of probability densities has attracted a great deal of attention since it can be used for addressing various statistical paradigms. A naive approach to density-ratio approximation is to first estimate numerator and denominator densities separately and then take their...