Related papers: Regularized Functional Canonical Correlation Analy…
Tikhonov regularization is a common technique used when solving poorly behaved optimization problems. Often, and with good reason, this technique is applied by practitioners in an ad hoc fashion. In this note, we systematically illustrate…
Contrast variation small-angle neutron scattering (CV-SANS) has been widely employed for nano structural analysis of multicomponent systems. In CV-SANS experiments, scattering intensities of samples with different scattering co\ ntrasts are…
In this paper, we study two general classes of optimization algorithms for kernel methods with convex loss function and quadratic norm regularization, and analyze their convergence. The first approach, based on fixed-point iterations, is…
We establish the asymptotic normality of the kernel type estimator for the regression function constructed from quasi-associated data when the explanatory variable takes its values in a separable Hilbert space.
The capacitance of capacitive energy storage devices can not be directly measured, but can be estimated from the input and output signals expressed in the time or frequency domains. Here the time-domain voltage-charge relationship in…
We present an approach for variational regularization of inverse and imaging problems for recovering functions with values in a set of vectors. We introduce regularization functionals, which are derivative-free double integrals of such…
We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect…
We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…
In this paper we provide a convergence analysis of some variational methods alternative to the classical Tikhonov regularization, namely Ivanov regularization (also called method of quasi solutions) with some versions of the discrepancy…
We develop novel learning rates for conditional mean embeddings by applying the theory of interpolation for reproducing kernel Hilbert spaces (RKHS). We derive explicit, adaptive convergence rates for the sample estimator under the…
Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…
In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…
Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
In this paper, we propose different algorithms for the solution of a tensor linear discrete ill-posed problem arising in the application of the meshless method for solving PDEs in three-dimensional space using multiquadric radial basis…
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…
In many applications, the target parameter depends on a nuisance function defined by a conditional moment restriction, whose estimation often leads to an ill-posed inverse problem. Classical approaches, such as sieve-based GMM, approximate…
Motivated by the problem of online canonical correlation analysis, we propose the \emph{Stochastic Scaled-Gradient Descent} (SSGD) algorithm for minimizing the expectation of a stochastic function over a generic Riemannian manifold. SSGD…
We develop a new framework for estimating joint probability distributions using tensor product reproducing kernel Hilbert spaces (RKHS). Our framework accommodates a low-dimensional, normalized and positive model of a Radon--Nikodym…