Least-squares two-sample test
From MaRDI portal
Publication:1952558
DOI10.1016/j.neunet.2011.04.003zbMath1414.62311OpenAlexW2006501157WikidataQ51568967 ScholiaQ51568967MaRDI QIDQ1952558
Takafumi Kanamori, Manabu Kimura, Masashi Sugiyama, Taiji Suzuki, Yuta Itoh
Publication date: 31 May 2013
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2011.04.003
homogeneity testtwo-sample testdensity ratio estimationPearson divergenceunconstrained least-squares importance fitting
Related Items
Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation, Computational complexity of kernel-based density-ratio estimation: a condition number analysis, Global and local two-sample tests via regression, Change-point detection in time-series data by relative density-ratio estimation, Machine learning with squared-loss mutual information, Relative Density-Ratio Estimation for Robust Distribution Comparison
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Direct importance estimation for covariate shift adaptation
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
- Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
- Semiparametric density estimation under a two-sample density ratio model
- Adaptive importance sampling for value function approximation in off-policy reinforcement learning
- Dimensionality reduction for density ratio estimation in high-dimensional spaces
- Computational complexity of kernel-based density-ratio estimation: a condition number analysis
- Optimal rates for the regularized least-squares algorithm
- Test of homogeneity in semiparametric two-sample density ratio models
- 10.1162/153244302760185252
- On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
- Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions
- Inferences for case-control and semiparametric two-sample density ratio models
- Nonparametric testing of closeness between two unknown distribution functions
- Integral Probability Metrics and Their Generating Classes of Functions
- Permutation tests for equality of distributions in high-dimensional settings
- Estimation of the information by an adaptive partitioning of the observation space
- 10.1162/153244302760200687
- THE PROBABLE ERROR OF A MEAN
- Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
- Learning Theory and Kernel Machines
- A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
- Theory of Reproducing Kernels
- On Information and Sufficiency
- Soft margins for AdaBoost
- The elements of statistical learning. Data mining, inference, and prediction