Direct conditional probability density estimation with sparse feature selection

DOI10.1007/S10994-014-5472-XzbMATH Open1343.62019OpenAlexW2074019774MaRDI QIDQ747244FDOQ747244

Authors: Motoki Shiga, Voot Tangkaratt, Masashi Sugiyama 

Publication date: 23 October 2015

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-014-5472-x

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zbMATH Keywords

feature selectionconditional density estimationsparse structured norm

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Cites Work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• The elements of statistical learning. Data mining, inference, and prediction
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• 10.1162/153244303322753616
• Sliced Inverse Regression for Dimension Reduction
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• Model Selection and Estimation in Regression with Grouped Variables
• Pattern recognition and machine learning.
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Sufficient Dimension Reduction via Inverse Regression
• Methods for Estimating a Conditional Distribution Function
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• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
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Cited In (3)

• \textsc{CaDET}: interpretable parametric conditional density estimation with decision trees and forests
• Conditional sampling with monotone GANs: from generative models to likelihood-free inference
• Conditional density estimation with dimensionality reduction via squared-loss conditional entropy minimization

Uses Software

• alr3
• ElemStatLearn
• PRMLT

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