Sep 4, 2008 · Abstract: We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions.
We derive an efficient optimization algorithm for computing our estimates, and illustrate their convergence behavior and practical viability by simulations.
Our method is based on a variational characterization of f-divergences, which turns the estima- tion into a penalized convex risk minimization problem. We ...
We develop and analyze an algorithm for nonparametric estimation of divergence functionals and the density ratio of two probability distributions.
Sep 4, 2008 · Abstract. We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions.
Jan 13, 2024 · PDF | We present a novel M-estimation method for the divergence functionals and the density ratios of two probability distributions.
This work develops and analyzes M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions based on a ...
Jan 13, 2024 · We develop and analyze M -estimation methods for divergence functionals and the likelihood ratios of two probability distributions.
Nov 1, 2010 · We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions.
Mar 13, 2007 · Abstract. We present a novel M-estimation method for the divergence functionals and the density ratios of two probability distributions.