Density-difference estimation
From MaRDI portal
Abstract: We address the problem of estimating the difference between two probability densities. A naive approach is a two-step procedure of first estimating two densities separately and then computing their difference. However, such a two-step procedure does not necessarily work well because the first step is performed without regard to the second step and thus a small error incurred in the first stage can cause a big error in the second stage. In this paper, we propose a single-shot procedure for directly estimating the density difference without separately estimating two densities. We derive a non-parametric finite-sample error bound for the proposed single-shot density-difference estimator and show that it achieves the optimal convergence rate. The usefulness of the proposed method is also demonstrated experimentally.
Recommendations
- Statistical analysis of distance estimators with density differences and density ratios
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- Direct density derivative estimation
- Optimal adaptive estimation of the relative density
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
Cites work
- 10.1162/153244303322753742
- A kernel multiple change-point algorithm via model selection
- A least-squares approach to direct importance estimation
- Adjusting the outputs of a classifier to new a priori probabilities: A simple procedure
- An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection
- An online kernel change detection algorithm
- Change-point detection in time-series data by relative density-ratio estimation
- Convex Analysis
- Covariate shift adaptation by importance weighted cross validation
- Density ratio estimation in machine learning. Foreword by Thomas G. Dietterich
- Density-difference estimation
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
- Dimensionality reduction for density ratio estimation in high-dimensional spaces
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
- Direct importance estimation for covariate shift adaptation
- Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions
- Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
- Fast rates for support vector machines using Gaussian kernels
- Highest density difference region estimation with application to flow cytometric data
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 3223275 (Why is no real title available?)
- Inferences for case-control and semiparametric two-sample density ratio models
- Information divergence estimation based on data-dependent partitions
- Integrated squared error estimation of normal mixtures
- Nonparametric and semiparametric models.
- On Estimation of a Probability Density Function and Mode
- On Information and Sufficiency
- On nonparametric discrimination using density differences
- On optimum recognition error and reject tradeoff
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- Optimal regression rates for SVMs using Gaussian kernels
- Pattern classification.
- Probability density difference-based active contour for ultrasound image segmentation
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- Robust and efficient estimation by minimising a density power divergence
- Sequential change‐point detection based on direct density‐ratio estimation
- Statistical analysis of kernel-based least-squares density-ratio estimation
- Sufficient dimension reduction via squared-loss mutual information estimation
- Support Vector Machines
- Support-vector networks
- The elements of statistical learning. Data mining, inference, and prediction
- Theory of Reproducing Kernels
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
Cited in
(16)- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
- Monte Carlo evidence on the estimation method for industry dynamics
- scientific article; zbMATH DE number 1588465 (Why is no real title available?)
- Statistical analysis of distance estimators with density differences and density ratios
- Semi-supervised learning of class balance under class-prior change by distribution matching
- Highest density difference region estimation with application to flow cytometric data
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- Density-difference estimation
- Direct density derivative estimation
- Direct estimation of the derivative of quadratic mutual information with application in supervised dimension reduction
- Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
- Comparing weighted densities
- Learning under nonstationarity: covariate shift and class-balance change
- Blind source separation using novel independence interpretations for bounded support random vector
- Methods for quantifying dataset similarity: a review, taxonomy and comparison
- A novel nonparametric distance estimator for densities with error bounds
This page was built for publication: Density-difference estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5378275)
