Finding non-Gaussian components of high-dimensional data is an important preprocessing step for efficient information processing. This article proposes a new linear method to identify the non-Gaussian subspace within a very general semi-parametric framework. Our proposed method, called NGCA...

Summary A common assumption in supervised learning is that the training and test input points follow the same probability distribution. However, this assumption is not fulfilled, e.g., in interpolation, extrapolation, active learning, or classification with imbalanced data. The violation of this...

Finding non-Gaussian components of high-dimensional data is an important preprocessing step for efficient information processing. This article proposes a new linear method to identify the “non-Gaussian subspace†within a very general semi-parametric framework. Our proposed method,...

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...