A projection pursuit estimator for density ratios, built from products of univariate functions of linear projections, is shown to be consistent with convergence rates and to outperform baselines in several applications.
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Projection Pursuit Density Ratio Estimation
A projection pursuit estimator for density ratios, built from products of univariate functions of linear projections, is shown to be consistent with convergence rates and to outperform baselines in several applications.