The Living Thing / Notebooks :

Conditional density estimation

On the quest to nonparametrically estimate a conditional density without estimating the whole density.

Refs

BaHy01
Bashtannyk, D. M., & Hyndman, R. J.(2001) Bandwidth selection for kernel conditional density estimation. Computational Statistics & Data Analysis, 36(3), 279–298. DOI.
Bosq98
Bosq, D. (1998) Nonparametric statistics for stochastic processes: estimation and prediction. (2nd ed.). New York: Springer
Efro07
Efromovich, S. (2007) Conditional density estimation in a regression setting. The Annals of Statistics, 35(6), 2504–2535. DOI.
HaRL04
Hall, P., Racine, J., & Li, Q. (2004) Cross-validation and the estimation of conditional probability densities. Journal of the American Statistical Association, 99(468), 1015–1026. DOI.
Hans04
Hansen, B. E.(2004) Nonparametric conditional density estimation. Unpublished Manuscript.
Nore10
Norets, A. (2010) Approximation of conditional densities by smooth mixtures of regressions. The Annals of Statistics, 38(3), 1733–1766. DOI.
STSK10
Sugiyama, M., Takeuchi, I., Suzuki, T., Kanamori, T., Hachiya, H., & Okanohara, D. (2010) Conditional density estimation via least-squares density ratio estimation. In International Conference on Artificial Intelligence and Statistics (pp. 781–788).