著者

Masashi SUGIYAMA Taiji SUZUKI

出版者

The Institute of Electronics, Information and Communication Engineers

雑誌

IEICE Transactions on Information and Systems (ISSN:09168532)

巻号頁・発行日

vol.E94.D, no.6, pp.1333-1336, 2011-06-01 (Released:2011-06-01)

参考文献数

10

被引用文献数

6 10

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Identifying the statistical independence of random variables is one of the important tasks in statistical data analysis. In this paper, we propose a novel non-parametric independence test based on a least-squares density ratio estimator. Our method, called least-squares independence test (LSIT), is distribution-free, and thus it is more flexible than parametric approaches. Furthermore, it is equipped with a model selection procedure based on cross-validation. This is a significant advantage over existing non-parametric approaches which often require manual parameter tuning. The usefulness of the proposed method is shown through numerical experiments.

著者

Masashi SUGIYAMA Ichiro TAKEUCHI Taiji SUZUKI Takafumi KANAMORI Hirotaka HACHIYA Daisuke OKANOHARA

出版者

The Institute of Electronics, Information and Communication Engineers

雑誌

IEICE TRANSACTIONS on Information and Systems (ISSN:09168532)

巻号頁・発行日

vol.E93-D, no.3, pp.583-594, 2010-03-01

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Estimating the conditional mean of an input-output relation is the goal of regression. However, regression analysis is not sufficiently informative if the conditional distribution has multi-modality, is highly asymmetric, or contains heteroscedastic noise. In such scenarios, estimating the conditional distribution itself would be more useful. In this paper, we propose a novel method of conditional density estimation that is suitable for multi-dimensional continuous variables. The basic idea of the proposed method is to express the conditional density in terms of the density ratio and the ratio is directly estimated without going through density estimation. Experiments using benchmark and robot transition datasets illustrate the usefulness of the proposed approach.