A Parametric Bayesian Approach in Density Ratio Estimation

Abdolnasser Sadeghkhani; Yingwei Peng; Devon Lin

doi:10.20944/preprints201903.0025.v1

Preprint Article Version 1 This version is not peer-reviewed

Version 1 : Received: 3 March 2019 / Approved: 4 March 2019 / Online: 4 March 2019 (09:43:12 CET)

This paper considers estimating the ratio of two distributions with different parameters and common supports. We consider a Bayesian approach based on the Log--Huber loss function which is resistant to outliers and useful to find robust M-estimators. We propose two different types of Bayesian density ratio estimators and compare their performance in terms of Bayesian risk function with themselves as well as the usual plug-in density ratio estimators. Some applications such as classification and divergence function estimation are addressed.

Bayes estimator, Bregman divergence, Density ratio, Exponential family, Log--Huber loss.

Your full name

Your affiliation information (e.g., name of your university/institution/organization)

Not displayed online.

Your Email address (not made public)

Please leave your comment to this article below.

Mathematical equations can be typed in either LaTeX formats \\[ ... \\] or $$ ... $$, or MathML format <math> ... </math>. Try the LaTeX or MathML example.

Type equation:

Preview:

Copy equation into message below

Close menu

Please click a symbol to insert it into the message box below:

Please enter the link here:

Optionally, you can enter text that should appear as linked text:

Copy link into message below

Close menu

Please enter or paste the URL to the image here (please only use links to jpg/jpeg, png and gif images):

Copy image into message below

Close menu

Type author name or keywords to filter the list of references in this group (you can add a new citation under Bibliography):

No existing citations in Discussion Group

Wikify editor is a simple editor for wiki-style mark-up. It was written by MDPI for Sciforum in 2014. The rendering of the mark-up is based on Wiky.php with some tweaks. Rendering of mathematical equations is done with MathJax. Please send us a message for support or for reporting bugs.

Close menu

Please declare any conflicts of interest you may have with this paper, financial or otherwise.

I do not have a conflict of interest

I would like to declare a conflict of interest

Display my name on the website I want to get recognition for my comment on Publons

[what’s this?]. Link your accounts here

Captcha

Renew

I accept the following conditions:

Comments must follow the standards of professional discourse and should focus on the scientific content of the article. Insulting or offensive language, personal attacks and off-topic remarks will not be permitted. Comments must be written in English. Preprints reserves the right to remove comments without notice. Readers who post comments are obliged to declare any competing interests, financial or otherwise.

Notify me about updates to this article or when a peer-reviewed version is published.

A Parametric Bayesian Approach in Density Ratio Estimation

Abstract

Subject Areas

Comments (0)