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SDM

2010

SIAM

2010

SIAM

Methods for directly estimating the ratio of two probability density functions without going through density estimation have been actively explored recently since they can be used for various data processing tasks such as non-stationarity adaptation, outlier detection, conditional density estimation, feature selection, and independent component analysis. However, even the state-of-the-art density ratio estimation methods still perform rather poorly in high-dimensional problems. In this paper, we propose a new density ratio estimation method which incorporates dimensionality reduction into a density ratio estimation procedure. Our key idea is to identify a low-dimensional subspace in which the two densities corresponding to the denominator and the numerator in the density ratio are significantly different. Then the density ratio is estimated only within this low-dimensional subspace. Through numerical examples, we illustrate the effectiveness of the proposed method.

Related Content

Added |
29 Oct 2010 |

Updated |
29 Oct 2010 |

Type |
Conference |

Year |
2010 |

Where |
SDM |

Authors |
Masashi Sugiyama, Satoshi Hara, Paul von Bünau, Taiji Suzuki, Takafumi Kanamori, Motoaki Kawanabe |

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