2015 Fiscal Year Final Research Report
Theory and Applications of Density Ratio
| Project/Area Number |
24500340
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Nagoya University |
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Principal Investigator |
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| Project Period (FY) |
2012-04-01 – 2016-03-31
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| Keywords | 数理統計学 / 機械学習 |
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| Outline of Final Research Achievements |
Density ratio is defined as the ratio of two probability densities. That is very useful when two distinct data domains are compared. Important applications of the density ratio includes regression analysis and classification problems under covariate shift, statistical test, and dimension reduction. In this study, we developed methods to improve the statistical accuracy and computational efficiency of density ratio estimation. Moreover, we studied the relation between density ration and statistical divergences which is regarded as a discrepancy measure between two probability distributions. Statistical usefulness of the divergence is considered from the view point of the density ratio.
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| Free Research Field |
機械学習
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