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Spectral risk measures (SRMs) belong to the family of coherent risk measures. A natural estimator for the class of SRMs has the form of L-statistics. Various authors have studied and derived the asymptotic properties of the empirical…

Statistical Finance · Quantitative Finance 2023-12-11 Suparna Biswas , Rituparna Sen

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

Recent image degradation estimation methods have enabled single-image super-resolution (SR) approaches to better upsample real-world images. Among these methods, explicit kernel estimation approaches have demonstrated unprecedented…

Computer Vision and Pattern Recognition · Computer Science 2023-11-01 Royson Lee , Rui Li , Stylianos I. Venieris , Timothy Hospedales , Ferenc Huszár , Nicholas D. Lane

Stochastic configuration networks (SCNs), as a class of randomized learner models, are featured by its way of random parameters assignment in the light of a supervisory mechanism, resulting in the universal approximation property at…

Machine Learning · Computer Science 2024-12-17 Yongxuan Chen , Dianhui Wang

Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…

Statistics Theory · Mathematics 2025-11-21 Melanie Birke , Tim Greger

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

Selecting optimal kernels for regression in physical systems remains a challenge, often relying on trial-and-error with standard functions. In this work, we establish a mathematical correspondence between support vector machine kernels and…

Quantum Physics · Physics 2026-01-05 Nan-Hong Kuo , Renata Wong

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in…

Functional Analysis · Mathematics 2017-07-27 Palle Jorgensen , Feng Tian

This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…

Numerical Analysis · Mathematics 2025-10-07 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

Nonlocal operators with integral kernels have become a popular tool for designing solution maps between function spaces, due to their efficiency in representing long-range dependence and the attractive feature of being resolution-invariant.…

Machine Learning · Statistics 2022-05-24 Fei Lu , Qingci An , Yue Yu

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

We apply kernel mean embedding methods to sample-based stochastic optimization and control. Specifically, we use the reduced-set expansion method as a way to discard sampled scenarios. The effect of such constraint removal is improved…

Optimization and Control · Mathematics 2020-04-24 Jia-Jie Zhu , Moritz Diehl , Bernhard Schölkopf

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

The kernel herding algorithm is used to construct quadrature rules in a reproducing kernel Hilbert space (RKHS). While the computational efficiency of the algorithm and stability of the output quadrature formulas are advantages of this…

Numerical Analysis · Mathematics 2022-07-18 Kazuma Tsuji , Ken'ichiro Tanaka

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…

Machine Learning · Statistics 2026-02-27 Pouya Roudaki , Shakeel Gavioli-Akilagun , Florian Kalinke , Mona Azadkia , Zoltán Szabó

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…

Machine Learning · Computer Science 2012-07-25 Steffen Grünewälder , Guy Lever , Luca Baldassarre , Sam Patterson , Arthur Gretton , Massimilano Pontil

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…

Optimization and Control · Mathematics 2020-05-19 Shaoyan Guo , Huifu Xu , Liwei Zhang

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi