Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference
边际密度乘积与联合密度之比的估计:因果推断应用
In various fields of data science, researchers often face problems of estimating the ratios of two probability densities.Particularly in the context of causal inference, the product of marginals for a treatment variable and covariates to their joint density ratio typically emerges in the process of constructing causal effect estimators.This article applies the general least square density ratio estimation methodology by Kanamori, Hido and Sugiyama to the product of marginals…