Related papers: Effects of associated kernels in nonparametric mul…
To adapt kernel two-sample and independence testing to complex structured data, aggregation of multiple kernels is frequently employed to boost testing power compared to single-kernel tests. However, we observe a phenomenon that directly…
Convolutional Neural Networks (CNNs) have been widely applied. But as the CNNs grow, the number of arithmetic operations and memory footprint also increase. Furthermore, typical non-linear activation functions do not allow associativity of…
We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection…
A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…
We propose a nonparametric bivariate time-varying coefficient model for longitudinal measurements with the occurrence of a terminal event that is subject to right censoring. The time-varying coefficients capture the longitudinal…
Since many physical laws -- from classical mechanics to electromagnetism -- are formulated as two-body interactions, the same perspective naturally extends to biological and social dynamics. Here we focus on rhythmic phenomena, where phase…
This paper investigates the usage of kernel functions at the different layers in a convolutional neural network. We carry out extensive studies of their impact on convolutional, pooling and fully-connected layers. We notice that the linear…
Needlets have been recognized as state-of-the-art tools to tackle spherical data, due to their excellent localization properties in both spacial and frequency domains. This paper considers developing kernel methods associated with the…
Variable selection for recovering sparsity in nonadditive nonparametric models has been challenging. This problem becomes even more difficult due to complications in modeling unknown interaction terms among high dimensional variables. There…
Adaptive experiments improve efficiency by adjusting treatment assignments based on past outcomes, but this adaptivity breaks the i.i.d.\ assumptions that underpin classical asymptotics. At the same time, many questions of interest are…
High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…
Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…
Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good…
The main objective of the Multiple Kernel k-Means (MKKM) algorithm is to extract non-linear information and achieve optimal clustering by optimizing base kernel matrices. Current methods enhance information diversity and reduce redundancy…
The most direct way to express arbitrary dependencies in datasets is to estimate the joint distribution and to apply afterwards the argmax-function to obtain the mode of the corresponding conditional distribution. This method is in practice…
We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…
We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…
It is possible to approach regression analysis with random covariates from a semiparametric perspective where information is combined from multiple multivariate sources. The approach assumes a semiparametric density ratio model where…
We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression…
Multivariate conformal prediction requires nonconformity scores that compress residual vectors into scalars while preserving certain implicit geometric structure of the residual distribution. We introduce a Multivariate Kernel Score (MKS)…