Related papers: A ridge-parameter approach to deconvolution

We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…

In this paper, we consider nonparametric estimation over general Dirichlet metric measure spaces. Unlike the more commonly studied reproducing kernel Hilbert space, whose elements may be defined pointwise, a Dirichlet space typically only…

Scalable kernel methods, including kernel ridge regression, often rely on low-rank matrix approximations using the Nystrom method, which involves selecting landmark points from large data sets. The existing approaches to selecting landmarks…

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

In this work, we establish the asymptotic normality of the deconvolution kernel density estimator in the context of strongly mixing random fields. Only minimal conditions on the bandwidth parameter are required and a simple criterion on the…

Standard convolutions are prevalent in image processing and deep learning, but their fixed kernels limits adaptability. Several deformation strategies of the reference kernel grid have been proposed. Yet, they lack a unified theoretical…

Kernel methods provide an elegant and principled approach to nonparametric learning, but so far could hardly be used in large scale problems, since na\"ive implementations scale poorly with data size. Recent advances have shown the benefits…

A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…

Existing convergence of distributed optimization methods in non-Euclidean geometries typically rely on kernel assumptions: (i) global Lipschitz smoothness and (ii) bi-convexity of the associated Bregman divergence function. Unfortunately,…

We develop a framework for function classes generated by parametric ridge kernels: one-dimensional kernels composed with affine projections and averaged over a parameter measure. The induced kernels are positive definite, and the resulting…

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…

We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…

A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

In this work we analyze a convex-programming method for estimating superpositions of point sources or spikes from nonuniform samples of their convolution with a known kernel. We consider a one-dimensional model where the kernel is either a…

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence…