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  • Search: subject:"Kullback–Leibler importance estimation procedure"
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Bregman divergence 1 Density ratio 1 Kernel mean matching 1 Kullback–Leibler importance estimation procedure 1 Least-squares importance fitting 1 Logistic regression 1
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Article 1
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Kanamori, Takafumi 1 Sugiyama, Masashi 1 Suzuki, Taiji 1
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Annals of the Institute of Statistical Mathematics 1
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Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
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...
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