Inverse Density as an Inverse Problem: The Fredholm Equation Approach

NeurIPS 2013 Qichao QueMikhail Belkin

In this paper we address the problem of estimating the ratio $\frac{q}{p}$ where $p$ is a density function and $q$ is another density, or, more generally an arbitrary function. Knowing or approximating this ratio is needed in various problems of inference and integration, in particular, when one needs to average a function with respect to one probability distribution, given a sample from another... (read more)

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