Sparse joint shift in multinomial classification

DOI10.3934/FODS.2024012MaRDI QIDQ6620128FDOQ6620128

Authors: Dirk Tasche 

Publication date: 16 October 2024

Published in: Foundations of Data Science (Search for Journal in Brave)

zbMATH Keywords

covariate shiftdataset shiftdistribution shiftclass prior estimationlabel shiftprior probability shiftposterior correctionsparse joint shift

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Theory of data (68P99)

Cites Work

• Improving predictive inference under covariate shift by weighting the log-likelihood function
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• Probability theory. A comprehensive course
• Adjusting the outputs of a classifier to new a priori probabilities: A simple procedure
• Adapting a classification rule to local and global shift when only unlabelled data are available
• Density ratio estimation in machine learning. Foreword by Thomas G. Dietterich
• The role of the information set for forecasting -- with applications to risk management
• Calibrating sufficiently

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