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This repository implements a method to estimate a density-ratio. It is largely based on https://github.com/ermongroup/dre-infinity/. We have cleaned up the code a bit ...

What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable ...

In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, ...

Abstract: This paper proposes a direct model for conditional probability density forecasting of residential loads, based on a deep mixture network. Probabilistic residential load forecasting can ...

The COS method was introduced in Fang & Oosterlee (2008) and then was applied to pricing a variety of stock options for continuous random variables. This paper adapts the Fourier-cosine series (COS) ...