Constructive setting for problems of density ratio estimation

Autor:	Rauf Izmailov, Igor Braga, Vladimir Vapnik
Rok vydání:	2015
Předmět:	Operator (computer programming) Density ratio estimation Mathematical analysis Key (cryptography) Inverse problem Element (category theory) Integral equation Constructive Analysis Computer Science Applications Information Systems Mathematics
Zdroj:	Statistical Analysis and Data Mining: The ASA Data Science Journal. 8:137-146
ISSN:	1932-1872 1932-1864
DOI:	10.1002/sam.11263
Popis:	We introduce a constructive setting for the problem of density ratio estimation through the solution of a multidimensional integral equation. In this equation, not only its right hand side is approximately known, but also the integral operator is approximately defined. We show that this ill-posed problem has a rigorous solution and obtain the solution in a closed form. The key element of this solution is the novel V-matrix, which captures the geometry of the observed samples. We compare our method with previously proposed ones, using both synthetic and real data. Our experimental results demonstrate the good potential of the new approach.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f6ca4e0aeef4495d0c3d98ef48e01016 https://doi.org/10.1002/sam.11263 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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