Related papers: Hilbert space embeddings and metrics on probabilit…
An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…
This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…
We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…
In supervised learning with distributional inputs in the two-stage sampling setup, relevant to applications like learning-based medical screening or causal learning, the inputs (which are probability distributions) are not accessible in the…
We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence our procedure may be applied either to test…
Elliptical distribution is a basic assumption underlying many multivariate statistical methods. For example, in sufficient dimension reduction and statistical graphical models, this assumption is routinely imposed to simplify the data…
Data depth is a statistical function that generalizes order and quantiles to the multivariate setting and beyond, with applications spanning over descriptive and visual statistics, anomaly detection, testing, etc. The celebrated halfspace…
This article presents a general framework for the transport of probability measures towards minimum divergence generative modeling and sampling using ordinary differential equations (ODEs) and Reproducing Kernel Hilbert Spaces (RKHSs),…
Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, maximum mean…
This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…
Model-free time-to-event regression under confounding presents challenges due to biases introduced by causal and censoring sampling mechanisms. This phenomenology poses problems for classical non-parametric estimators like Beran's or the…
This paper presents a kernel-based discriminative learning framework on probability measures. Rather than relying on large collections of vectorial training examples, our framework learns using a collection of probability distributions that…
This paper explores methods for estimating or approximating the total variation distance and the chi-squared divergence of probability measures within topological sample spaces, using independent and identically distributed samples. Our…
Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…
Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…
We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are…
A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the…
Development of metrics for structural data-generating mechanisms is fundamental in machine learning and the related fields. In this paper, we give a general framework to construct metrics on random nonlinear dynamical systems, defined with…