Least-squares two-sample test

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

zbMATH Keywords

homogeneity testtwo-sample testdensity ratio estimationPearson divergenceunconstrained least-squares importance fitting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)

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

• ElemStatLearn
• bootstrap

Cites Work

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