Density Difference Estimation
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概要
- 論文の詳細を見る
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 finite-sample error bound for the proposed single-shot density-difference estimator and show that it achieves the optimal convergence rate.
- 一般社団法人電子情報通信学会の論文
- 2012-06-12
著者
-
Takeuchi Ichiro
Nagoya Institute of Technology
-
Sugiyama Masashi
Tokyo Inst. Of Technol.
-
KANAMORI Takafumi
Nagoya University
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Suzuki Taiji
University of Tokyo
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DU PLESSIS
Tokyo Institute of Technology
-
LIU Song
Tokyo Institute of Technology
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