Unbounded Density Ratio Estimation and Its Application to Covariate Shift Adaptation
This paper focuses on the problem of unbounded density ratio estimation -- an understudied yet critical challenge in statistical learning -- and its application to covariate shift adaptation. Much of the existing literature assumes that the density ratio is either uniformly bounded or unbounded but known exactly. These conditions are often violated in practice, creating a gap between theoretical guarantees and real-world applicability. In contrast, this work directly addresses unbounded density ratios and integrates them into importance weighting for effective covariate shift adaptation. We propose a three-step estimation method that leverages unlabeled data from both the source and targe...
| Authors | Ren-Rui Liu, Jun Fan, Lei Shi et al. |
|---|---|
| Primary category | stat.ML |
| Published | 31 March 2026 |
| Last updated at source | 31 March 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.