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This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Jannis Lübsen , Annika Eichler

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…

Statistics Theory · Mathematics 2019-06-13 Djihad Benelmadani , Karim Benhenni , Sana Louhichi

Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general…

Machine Learning · Computer Science 2014-11-20 Markus Heinonen , Florence d'Alché-Buc

Learning nonparametric systems of Ordinary Differential Equations (ODEs) dot x = f(t,x) from noisy data is an emerging machine learning topic. We use the well-developed theory of Reproducing Kernel Hilbert Spaces (RKHS) to define candidates…

Machine Learning · Statistics 2023-11-14 Kamel Lahouel , Michael Wells , Victor Rielly , Ethan Lew , David Lovitz , Bruno M. Jedynak

This paper extends a conventional, general framework for online adaptive estimation problems for systems governed by unknown nonlinear ordinary differential equations. The central feature of the theory introduced in this paper represents…

Systems and Control · Computer Science 2017-07-11 Parag Bobade , Suprotim Majumdar , Savio Pereira , Andrew J. Kurdila , John B. Ferris

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

Machine Learning · Computer Science 2020-02-23 Patrick Heas , Cedric Herzet , Benoit Combes

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…

Econometrics · Economics 2026-01-13 Guo Yan

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

Imputation and propensity score weighting are two popular techniques for handling missing data. We address these problems using the regularized M-estimation techniques in the reproducing kernel Hilbert space. Specifically, we first use the…

Methodology · Statistics 2021-07-16 Hengfang Wang , Jae Kwang Kim

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 frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

Methodology · Statistics 2021-07-20 Rui Tuo , Shiyuan He , Arash Pourhabib , Yu Ding , Jianhua Z. Huang

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…

Statistics Theory · Mathematics 2023-09-28 Alex Luedtke , Incheoul Chung

In this paper we investigate and compare different gradient algorithms designed for the domain expression of the shape derivative. Our main focus is to examine the usefulness of kernel reproducing Hilbert spaces for PDE constrained shape…

Optimization and Control · Mathematics 2016-04-20 Martin Eigel , Kevin Sturm

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

This work presents a nonparametric framework for dissipativity learning in reproducing kernel Hilbert spaces, which enables data-driven certification of stability and performance properties for unknown nonlinear systems without requiring an…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Xiuzhen Ye , Wentao Tang

In this paper we combine the theory of reproducing kernel Hilbert spaces with the field of collocation methods to solve boundary value problems with special emphasis on reproducing property of kernels. From the reproducing property of…

Numerical Analysis · Mathematics 2019-03-26 Babak Azarnavid , Mahdi Emamjome , Mohammad Nabati , Saeid Abbasbandy

This paper presents reproducing kernel Hilbert spaces method to obtain the numerical solution for partial differential equation constrained optimization problem.

Optimization and Control · Mathematics 2016-11-09 Majid Darehmiraki
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