— Nonparametric estimation is usually inconsistent without some form of regularization. One way to impose regularity is through a prior measure. Barron and Cover [1], [2] have sh...
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. ...
Abstract. Two new techniques based on nonparametric estimation of probability densities are introduced which improve on the performance of equivalent robust methods currently emplo...