English
Related papers

Related papers: Integral approximation by kernel smoothing

200 papers

We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…

Numerical Analysis · Mathematics 2015-11-23 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer

We propose semi-random features for nonlinear function approximation. The flexibility of semi-random feature lies between the fully adjustable units in deep learning and the random features used in kernel methods. For one hidden layer…

Machine Learning · Computer Science 2017-11-22 Kenji Kawaguchi , Bo Xie , Vikas Verma , Le Song

We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…

Machine Learning · Statistics 2021-01-14 Wenjing Liao , Mauro Maggioni , Stefano Vigogna

The success of over-parameterized neural networks trained to near-zero training error has caused great interest in the phenomenon of benign overfitting, where estimators are statistically consistent even though they interpolate noisy…

Machine Learning · Statistics 2024-11-07 Moritz Haas , David Holzmüller , Ulrike von Luxburg , Ingo Steinwart

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

Probability · Mathematics 2007-06-14 Bernard Bercu , Wlodzimierz Bryc

Regularized kernel methods such as, e.g., support vector machines and least-squares support vector regression constitute an important class of standard learning algorithms in machine learning. Theoretical investigations concerning…

Machine Learning · Statistics 2012-03-21 Robert Hable

A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean…

Methodology · Statistics 2024-11-08 Eduardo García-Portugués , Andrea Meilán-Vila

We determine the expected error by smoothing the data locally. Then we optimize the shape of the kernel smoother to minimize the error. Because the optimal estimator depends on the unknown function, our scheme automatically adjusts to the…

Methodology · Statistics 2019-11-19 Kurt S. Riedel , A. Sidorenko

We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…

Number Theory · Mathematics 2021-11-15 Alexander P. Mangerel

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized…

Machine Learning · Statistics 2023-02-23 Junwen Yao , N. Benjamin Erichson , Miles E. Lopes

Low-rank approximation of kernels is a fundamental mathematical problem with widespread algorithmic applications. Often the kernel is restricted to an algebraic variety, e.g., in problems involving sparse or low-rank data. We show that…

Machine Learning · Computer Science 2023-10-02 Jason M. Altschuler , Pablo A. Parrilo

We study nonparametric estimation of density functions for undirected dyadic random variables (i.e., random variables defined for all n\overset{def}{\equiv}\tbinom{N}{2} unordered pairs of agents/nodes in a weighted network of order N).…

Statistics Theory · Mathematics 2019-08-01 Bryan S. Graham , Fengshi Niu , James L. Powell

We consider estimation of the common probability density $f$ of i.i.d. random variables $X_i$ that are observed with an additive i.i.d. noise. We assume that the unknown density $f$ belongs to a class $\mathcal{A}$ of densities whose…

Statistics Theory · Mathematics 2007-06-13 Cristina Butucea , Alexandre B. Tsybakov

Invariance to nuisance transformations is one of the desirable properties of effective representations. We consider transformations that form a \emph{group} and propose an approach based on kernel methods to derive local group invariant…

Machine Learning · Computer Science 2017-05-25 Anant Raj , Abhishek Kumar , Youssef Mroueh , P. Thomas Fletcher , Bernhard Schölkopf

The widespread adoption of the \emph{maximum mean discrepancy} (MMD) in goodness-of-fit testing has spurred extensive research on its statistical performance. However, recent studies indicate that the inherent structure of MMD may constrain…

Methodology · Statistics 2025-11-11 Shiwei Sang , Shao-Bo Lin , Xuehu Zhu

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

Let $X^{(n)}$ be an observation sampled from a distribution $P_{\theta}^{(n)}$ with an unknown parameter $\theta,$ $\theta$ being a vector in a Banach space $E$ (most often, a high-dimensional space of dimension $d$). We study the problem…

Statistics Theory · Mathematics 2022-04-19 Vladimir Koltchinskii

Starting with the Fourier integral theorem, we present natural Monte Carlo estimators of multivariate functions including densities, mixing densities, transition densities, regression functions, and the search for modes of multivariate…

Statistics Theory · Mathematics 2021-01-01 Nhat Ho , Stephen G. Walker

This paper studies several aspects of signal reconstruction of sampled data in spaces of bandlimited functions. In the first part, signal spaces are characterized in which the classical sampling series uniformly converge, and we investigate…

Information Theory · Computer Science 2014-10-23 Holger Boche , Volker Pohl