DocumentCode
2207399
Title
Estimation of density ratio and its application to design a measure of dependence
Author
Seth, Sohan ; Príncipe, José C.
Author_Institution
Electr. & Comput. Eng., Univ. of Florida, Gainesville, FL, USA
fYear
2009
fDate
1-4 Sept. 2009
Firstpage
1
Lastpage
6
Abstract
In this paper we propose a new approach to estimate the ratio of two probability density functions. The proposed approach is inspired by the kernel based function approximation technique. We apply this estimator to derive an estimator of mutual information and show that this estimator can be successfully used to detect dependence between two random variables.
Keywords
learning (artificial intelligence); probability; density ratio estimation; dependence measure; function approximation technique; mutual information; probability density functions; random variables; Application software; Density functional theory; Density measurement; Design engineering; Electric variables measurement; Gain measurement; Kernel; Mutual information; Probability density function; Random variables;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning for Signal Processing, 2009. MLSP 2009. IEEE International Workshop on
Conference_Location
Grenoble
Print_ISBN
978-1-4244-4947-7
Electronic_ISBN
978-1-4244-4948-4
Type
conf
DOI
10.1109/MLSP.2009.5306226
Filename
5306226
Link To Document