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Direct importance estimation for covariate shift adaptation

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Listed:
  • Masashi Sugiyama
  • Taiji Suzuki
  • Shinichi Nakajima
  • Hisashi Kashima
  • Paul Bünau
  • Motoaki Kawanabe

Abstract

No abstract is available for this item.

Suggested Citation

  • Masashi Sugiyama & Taiji Suzuki & Shinichi Nakajima & Hisashi Kashima & Paul Bünau & Motoaki Kawanabe, 2008. "Direct importance estimation for covariate shift adaptation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 699-746, December.
    • Handle: RePEc:spr:aistmt:v:60:y:2008:i:4:p:699-746
    DOI: 10.1007/s10463-008-0197-x
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    References listed on IDEAS

    as
    1. Sugiyama Masashi & Müller Klaus-Robert, 2005. "Input-dependent estimation of generalization error under covariate shift," Statistics & Risk Modeling, De Gruyter, vol. 23(4/2005), pages 249-279, April.
    2. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
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    Citations

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    Cited by:

    1. Zhexiao Lin & Peng Ding & Fang Han, 2023. "Estimation Based on Nearest Neighbor Matching: From Density Ratio to Average Treatment Effect," Econometrica, Econometric Society, vol. 91(6), pages 2187-2217, November.
    2. Nishiyama, Tomohiro, 2019. "A New Lower Bound for Kullback-Leibler Divergence Based on Hammersley-Chapman-Robbins Bound," OSF Preprints wa98j, Center for Open Science.
    3. Masahiro Kato & Masatoshi Uehara & Shota Yasui, 2020. "Off-Policy Evaluation and Learning for External Validity under a Covariate Shift," Papers 2002.11642, arXiv.org, revised Oct 2020.
    4. Yannis Yatracos, 2013. "Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 69-87, February.
    5. Sookyo Jeong & Hongseok Namkoong, 2020. "Assessing External Validity Over Worst-case Subpopulations," Papers 2007.02411, arXiv.org, revised Feb 2022.
    6. Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022. "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series 619, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    7. Sheng, Haiyang & Yu, Guan, 2023. "TNN: A transfer learning classifier based on weighted nearest neighbors," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
    8. Byol Kim & Song Liu & Mladen Kolar, 2021. "Two‐sample inference for high‐dimensional Markov networks," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 939-962, November.
    9. Masashi Sugiyama & Taiji Suzuki & Takafumi Kanamori, 2012. "Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 1009-1044, October.
    10. Jiaming Mao & Zhesheng Zheng, 2020. "Structural Regularization," Papers 2004.12601, arXiv.org, revised Jun 2020.
    11. Hofer, Vera, 2015. "Adapting a classification rule to local and global shift when only unlabelled data are available," European Journal of Operational Research, Elsevier, vol. 243(1), pages 177-189.
    12. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
    13. Abdolnasser Sadeghkhani & Yingwei Peng & Chunfang Devon Lin, 2019. "A Parametric Bayesian Approach in Density Ratio Estimation," Stats, MDPI, vol. 2(2), pages 1-13, March.
    14. Masahiro Kato & Hikaru Kawarazaki, 2019. "Model Specification Test with Unlabeled Data: Approach from Covariate Shift," Papers 1911.00688, arXiv.org, revised Feb 2020.

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