Regularized Multi-Task Learning for Multi-Dimensional Log-Density Gradient Estimation

1 Aug 2015Ikko YamaneHiroaki SasakiMasashi Sugiyama

Log-density gradient estimation is a fundamental statistical problem and possesses various practical applications such as clustering and measuring non-Gaussianity. A naive two-step approach of first estimating the density and then taking its log-gradient is unreliable because an accurate density estimate does not necessarily lead to an accurate log-density gradient estimate... (read more)

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