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We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation…

Machine Learning · Statistics 2014-11-21 Christoph H. Lampert

The performance of reproducing kernel Hilbert space-based methods is known to be sensitive to the choice of the reproducing kernel. Choosing an adequate reproducing kernel can be challenging and computationally demanding, especially in…

Machine Learning · Computer Science 2023-11-07 Emilio Ruiz-Moreno , Baltasar Beferull-Lozano

We consider the fundamental problem of learning linear predictors (i.e., separable datasets with zero margin) using neural networks with gradient flow or gradient descent. Under the assumption of spherically symmetric data distribution, we…

Machine Learning · Computer Science 2021-05-11 Dachao Lin , Zhihua Zhang

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

Learning from a limited number of samples is challenging since the learned model can easily become overfitted based on the biased distribution formed by only a few training examples. In this paper, we calibrate the distribution of these…

Machine Learning · Computer Science 2021-08-17 Shuo Yang , Lu Liu , Min Xu

Distributed statistical learning problems arise commonly when dealing with large datasets. In this setup, datasets are partitioned over machines, which compute locally, and communicate short messages. Communication is often the bottleneck.…

Statistics Theory · Mathematics 2022-10-25 Edgar Dobriban , Yue Sheng

In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…

Machine Learning · Statistics 2025-06-17 Antoine Chatalic , Nicolas Schreuder , Ernesto De Vito , Lorenzo Rosasco

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…

Statistics Theory · Mathematics 2025-11-27 Prem Talwai , David Simchi-Levi

We propose a class of kernel-based two-sample tests, which aim to determine whether two sets of samples are drawn from the same distribution. Our tests are constructed from kernels parameterized by deep neural nets, trained to maximize test…

Machine Learning · Statistics 2021-01-15 Feng Liu , Wenkai Xu , Jie Lu , Guangquan Zhang , Arthur Gretton , Danica J. Sutherland

The paper introduces a new efficient nonlinear one-class classifier formulated as the Rayleigh quotient criterion optimisation. The method, operating in a reproducing kernel Hilbert space, minimises the scatter of target distribution along…

Machine Learning · Computer Science 2019-02-12 Shervin Rahimzadeh Arashloo , Josef Kittler

This paper studies transfer learning for ridge-regularized robust linear regression in the moderate-dimensional regime, where the number of predictors is of the same order as the sample size and the regression coefficients are not assumed…

Methodology · Statistics 2026-04-14 Lingfeng Lyu , Xiao Guo , Zongqi Liu

In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…

Statistics Theory · Mathematics 2020-06-08 Ilmun Kim

We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…

Optimization and Control · Mathematics 2020-11-20 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

Distributional reinforcement learning (RL) has proven useful in multiple benchmarks as it enables approximating the full distribution of returns and extracts rich feedback from environment samples. The commonly used quantile regression…

Machine Learning · Computer Science 2025-05-27 Sami Jullien , Romain Deffayet , Jean-Michel Renders , Paul Groth , Maarten de Rijke

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou