Related papers: Kernel methods and minimum contrast estimators for…
Many algorithms for the computation of correspondences between deformable shapes rely on some variant of nearest neighbor matching in a descriptor space. Such are, for example, various point-wise correspondence recovery algorithms used as a…
This paper deals with the kernel density estimator based on the so-called sinc (or Fourier integral) kernel $K(x)=(\pi x)^{-1}\sin x$. We study in detail both asymptotic and finite sample properties of this estimator. It is shown that,…
A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…
In recent years, variational quantum algorithms have garnered significant attention as a candidate approach for near-term quantum advantage using noisy intermediate-scale quantum (NISQ) devices. In this article we introduce kernel descent,…
Quantum kernel methods are considered a promising avenue for applying quantum computers to machine learning problems. Identifying hyperparameters controlling the inductive bias of quantum machine learning models is expected to be crucial…
Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
We present a new method for multiclass thresholding of a histogram which is based on the nonparametric Kernel Density (KD) estimation, where the unknown parameters of the KD estimate are defined using the Expectation-Maximization (EM)…
Graph pattern mining methods can extract informative and useful patterns from large-scale graphs and capture underlying principles through the overwhelmed information. Contrast analysis serves as a keystone in various fields and has…
We consider parametrized problems driven by spatially nonlocal integral operators with parameter-dependent kernels. In particular, kernels with varying nonlocal interaction radius $\delta > 0$ and fractional Laplace kernels, parametrized by…
The state-of-the-art dimensionality reduction approaches largely rely on complicated optimization procedures. On the other hand, closed-form approaches requiring merely eigen-decomposition do not have enough sophistication and nonlinearity.…
Kernel approximation methods create explicit, low-dimensional kernel feature maps to deal with the high computational and memory complexity of standard techniques. This work studies a supervised kernel learning methodology to optimize such…
By removing irrelevant and redundant features, feature selection aims to find a good representation of the original features. With the prevalence of unlabeled data, unsupervised feature selection has been proven effective in alleviating the…
Kernelization algorithms, usually a preprocessing step before other more traditional algorithms, are very special in the sense that they return (reduced) instances, instead of final results. This characteristic excludes the freedom of…
We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth…
This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…
In this paper we consider the kernel estimators of a distribution function defined by the stochastic approximation algorithm when the observation are contamined by measurement errors. It is well known that this estimators depends heavily on…
Model inference for dynamical systems aims to estimate the future behaviour of a system from observations. Purely model-free statistical methods, such as Artificial Neural Networks, tend to perform poorly for such tasks. They are therefore…
Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…
This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…