Dimensionality reduction for density ratio estimation in high-dimensional spaces
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Publication:1784536
DOI10.1016/J.NEUNET.2009.07.007zbMATH Open1401.62097OpenAlexW2119410311WikidataQ44528641 ScholiaQ44528641MaRDI QIDQ1784536FDOQ1784536
Authors: Masashi Sugiyama, Motoaki Kawanabe, Pui Ling Chui 
Publication date: 27 September 2018
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2009.07.007
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dimensionality reductiondensity ratio estimationlocal Fisher discriminant analysisunconstrained least-squares importance fitting
Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)
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Cited In (11)
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
- Change-point detection in time-series data by relative density-ratio estimation
- Online direct density-ratio estimation applied to inlier-based outlier detection
- Necessary and sufficient conditions of proper estimators based on self density ratio for unnormalized statistical models
- Sequential change‐point detection based on direct density‐ratio estimation
- Learning under nonstationarity: covariate shift and class-balance change
- Density ratio estimation in machine learning. Foreword by Thomas G. Dietterich
- Machine learning with squared-loss mutual information
- Density-difference estimation
- Least-squares two-sample test
- Probability density function estimation with the frequency polygon transform
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