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NIPS
2007
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NIPS 2007
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Estimating divergence functionals and the likelihood ratio by penalized convex risk minimization
15 years 4 months ago
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We develop and analyze an algorithm for nonparametric estimation of divergence functionals and the density ratio of two probability distributions. Our method is based on a variati...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
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