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NIPS
2007
13 years 10 months ago
Estimating divergence functionals and the likelihood ratio by penalized convex risk minimization
We develop and analyze an algorithm for nonparametric estimation of divergence functionals and the density ratio of two probability distributions. Our method is based on a variati...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
CORR
2008
Springer
133views Education» more  CORR 2008»
13 years 8 months ago
Estimating divergence functionals and the likelihood ratio by convex risk minimization
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
JMLR
2010
125views more  JMLR 2010»
13 years 3 months ago
Maximum Likelihood in Cost-Sensitive Learning: Model Specification, Approximations, and Upper Bounds
The presence of asymmetry in the misclassification costs or class prevalences is a common occurrence in the pattern classification domain. While much interest has been devoted to ...
Jacek P. Dmochowski, Paul Sajda, Lucas C. Parra