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Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…

Methodology · Statistics 2020-07-09 Yuchen Shi , Nan Chen

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…

Machine Learning · Statistics 2017-12-27 Hirofumi Ohta , Satoshi Hara

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Methodology · Statistics 2022-08-05 Leonie Selk , Jan Gertheiss

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

This paper develops a general asymptotic theory for nonparametric kernel regression in the presence of cluster dependence. We examine nonparametric density estimation, Nadaraya-Watson kernel regression, and local linear estimation. Our…

Econometrics · Economics 2024-12-31 Yuya Shimizu

In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional…

Machine Learning · Computer Science 2019-11-14 Faen Zhang , Xinyu Fan , Hui Xu , Pengcheng Zhou , Yujian He , Junlong Liu

We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we show how to…

Machine Learning · Statistics 2018-10-23 Jianbo Chen , Mitchell Stern , Martin J. Wainwright , Michael I. Jordan

Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we focus on distributional regression and introduce a framework…

Statistics Theory · Mathematics 2025-04-01 Ahmed Zaoui , Clément Dombry

Let $i=1,\ldots,N$ index a simple random sample of units drawn from some large population. For each unit we observe the vector of regressors $X_{i}$ and, for each of the $N\left(N-1\right)$ ordered pairs of units, an outcome $Y_{ij}$. The…

Statistics Theory · Mathematics 2021-03-05 Bryan S. Graham , Fengshi Niu , James L. Powell

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…

Methodology · Statistics 2024-08-30 Anirban Chatterjee , Ziang Niu , Bhaswar B. Bhattacharya

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…

Statistics Theory · Mathematics 2023-10-03 Sothea Has

Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…

Machine Learning · Computer Science 2020-07-01 Hongwei Sun , Qiang Wu

In this paper, we consider contextual stochastic optimization using Nadaraya-Watson kernel regression, which is one of the most common approaches in nonparametric regression. Recent studies have explored the asymptotic convergence behavior…

Optimization and Control · Mathematics 2024-07-16 Yijie Wang , Grani A. Hanasusanto , Chin Pang Ho

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate
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