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Estimating the kernel mean in a reproducing kernel Hilbert space is a critical component in many kernel learning algorithms. Given a finite sample, the standard estimate of the target kernel mean is the empirical average. Previous works…

Machine Learning · Computer Science 2021-07-13 Xiaobo Xia , Shuo Shan , Mingming Gong , Nannan Wang , Fei Gao , Haikun Wei , Tongliang Liu

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

Probability · Mathematics 2016-09-07 Evarist Gine , Vladimir Koltchinskii , Joel Zinn

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…

Methodology · Statistics 2012-06-26 Michael P. Holmes , Alexander G. Gray , Charles Lee Isbell

Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…

Computation · Statistics 2020-02-18 Nicolas Langrené , Xavier Warin

Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…

Methodology · Statistics 2025-06-23 Max Westphal

Cosmic microwave background (CMB) lensing is an integrated effect whose kernel is greater than half the peak value in the range $1<z<5$. Measuring this effect offers a powerful tool to probe the large-scale structure of the Universe at high…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-27 Toshiya Namikawa , Benjamin Bose , François R. Bouchet , Ryuichi Takahashi , Atsushi Taruya

Controlled experiments are widely used in many applications to investigate the causal relationship between input factors and experimental outcomes. A completely randomized design is usually used to randomly assign treatment levels to…

Methodology · Statistics 2026-05-12 Yiou Li , Lulu Kang , Xiao Huang

This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…

Econometrics · Economics 2020-05-21 Juan Carlos Escanciano

Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…

Machine Learning · Statistics 2025-04-29 François-Xavier Briol , Alexandra Gessner , Toni Karvonen , Maren Mahsereci

We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly…

Statistics Theory · Mathematics 2012-11-12 R. de Jonge , J. H. van Zanten

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

The mean shift (MS) is a non-parametric, density-based, iterative algorithm with prominent usage in clustering and image segmentation. A rigorous proof for the convergence of its mode estimate sequence in full generality remains unknown. In…

Machine Learning · Statistics 2026-03-17 Susovan Pal

The use of kernel functions is a common technique to extract important features from data sets. A quantum computer can be used to estimate kernel entries as transition amplitudes of unitary circuits. Quantum kernels exist that, subject to…

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana

In the absence of unobserved confounders, matching and weighting methods are widely used to estimate causal quantities including the Average Treatment Effect on the Treated (ATT). Unfortunately, these methods do not necessarily achieve…

Methodology · Statistics 2016-05-03 Chad Hazlett

This work incorporates the multi-modality of the data distribution into a Gaussian Process regression model. We approach the problem from a discriminative perspective by learning, jointly over the training data, the target space variance in…

Machine Learning · Computer Science 2018-03-20 Silvia L. Pintea , Jan C. van Gemert , Arnold W. M. Smeulders

Kernel methods are ubiquitous tools in machine learning. However, there is often little reason for the common practice of selecting a kernel a priori. Even if a universal approximating kernel is selected, the quality of the finite sample…

Machine Learning · Statistics 2018-01-31 Junier Oliva , Avinava Dubey , Andrew G. Wilson , Barnabas Poczos , Jeff Schneider , Eric P. Xing
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