Preprint
Article

A Parametric Bayesian Approach in Density Ratio Estimation

Altmetrics

Downloads

368

Views

242

Comments

0

A peer-reviewed article of this preprint also exists.

Submitted:

03 March 2019

Posted:

04 March 2019

You are already at the latest version

Alerts
Abstract
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.
Keywords: 
Subject: Computer Science and Mathematics  -   Probability and Statistics
Copyright: This open access article is published under a Creative Commons CC BY 4.0 license, which permit the free download, distribution, and reuse, provided that the author and preprint are cited in any reuse.
Prerpints.org logo

Preprints.org is a free preprint server supported by MDPI in Basel, Switzerland.

Subscribe

© 2024 MDPI (Basel, Switzerland) unless otherwise stated