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Paper Abstract and Keywords
Presentation 2013-03-05 14:10
Constrained Least-Squares Density-Difference Estimation
Tuan Duong Nguyen, Marthinus Christoffel du Plessis (Tokyo Inst. of Tech.), Takafumi Kanamori (Nagoya Univ.), Masashi Sugiyama (Tokyo Inst. of Tech.) IBISML2012-104
Abstract (in Japanese) (See Japanese page) 
(in English) 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. To address this problem, a single-shot method, called the least-squares density-difference (LSDD) estimator has been proposed. This method directly estimates the density difference without separately estimating two densities. In this thesis, we further explore this method by considering its variation, called the constrained least-squares density-difference (CLSDD) estimator. By adding a constraint to the original LSDD, we theoretically prove that the accuracy of density difference estimation for correctly specified parametric models is improved. The usefulness of the proposed method is also demonstrated experimentally.
Keyword (in Japanese) (See Japanese page) 
(in English) density difference / L2-distance / bias / class-balance change / / asymptotic variance / /  
Reference Info. IEICE Tech. Rep., vol. 112, no. 454, IBISML2012-104, pp. 79-86, March 2013.
Paper # IBISML2012-104 
Date of Issue 2013-02-25 (IBISML) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
Copyright
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reproduction
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Conference Information
Committee IBISML  
Conference Date 2013-03-04 - 2013-03-05 
Place (in Japanese) (See Japanese page) 
Place (in English) Nagoya Institute of Technology 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To IBISML 
Conference Code 2013-03-IBISML 
Language English (Japanese title is available) 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Constrained Least-Squares Density-Difference Estimation 
Sub Title (in English)  
Keyword(1) density difference  
Keyword(2) L2-distance  
Keyword(3) bias  
Keyword(4) class-balance change  
Keyword(5)  
Keyword(6) asymptotic variance  
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Keyword(8)  
1st Author's Name Tuan Duong Nguyen  
1st Author's Affiliation Tokyo Institute of Technology (Tokyo Inst. of Tech.)
2nd Author's Name Marthinus Christoffel du Plessis  
2nd Author's Affiliation Tokyo Institute of Technology (Tokyo Inst. of Tech.)
3rd Author's Name Takafumi Kanamori  
3rd Author's Affiliation Nagoya University (Nagoya Univ.)
4th Author's Name Masashi Sugiyama  
4th Author's Affiliation Tokyo Institute of Technology (Tokyo Inst. of Tech.)
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Speaker
Date Time 2013-03-05 14:10:00 
Presentation Time 25 
Registration for IBISML 
Paper # IEICE-IBISML2012-104 
Volume (vol) IEICE-112 
Number (no) no.454 
Page pp.79-86 
#Pages IEICE-8 
Date of Issue IEICE-IBISML-2013-02-25 


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