講演抄録/キーワード |
講演名 |
2012-06-20 10:30
密度差推定 ○杉山 将(東工大)・金森敬文(名大)・鈴木大慈(東大)・ドゥ・プレシ マーティヌス・クリストフェル・ソン リウ(東工大)・竹内一郎(名工大) IBISML2012-8 |
抄録 |
(和) |
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.
In this paper, we propose a single-shot procedure
for directly estimating the density difference
without separately estimating two densities.
We derive a finite-sample error bound
for the proposed single-shot density-difference estimator
and show that it achieves the optimal convergence rate. |
(英) |
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.
In this paper, we propose a single-shot procedure
for directly estimating the density difference
without separately estimating two densities.
We derive a finite-sample error bound
for the proposed single-shot density-difference estimator
and show that it achieves the optimal convergence rate. |
キーワード |
(和) |
/ / / / / / / |
(英) |
density difference / L2-distance / robustness / Kullback-Leibler divergence / kernel density estimation / / / |
文献情報 |
信学技報, vol. 112, no. 83, IBISML2012-8, pp. 49-56, 2012年6月. |
資料番号 |
IBISML2012-8 |
発行日 |
2012-06-12 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
著作権に ついて |
技術研究報告に掲載された論文の著作権は電子情報通信学会に帰属します.(許諾番号:10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
査読に ついて |
本技術報告は査読を経ていない技術報告であり,推敲を加えられていずれかの場に発表されることがあります. |
PDFダウンロード |
IBISML2012-8 |