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Related papers: Sparse Approximation of a Kernel Mean

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We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

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

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

In complex visual recognition tasks it is typical to adopt multiple descriptors, that describe different aspects of the images, for obtaining an improved recognition performance. Descriptors that have diverse forms can be fused into a…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Jayaraman J. Thiagarajan , Karthikeyan Natesan Ramamurthy , Andreas Spanias

Measuring similarity between incomplete data is a fundamental challenge in web mining, recommendation systems, and user behavior analysis. Traditional approaches either discard incomplete data or perform imputation as a preprocessing step,…

Machine Learning · Computer Science 2025-10-16 Yang Cao , Sikun Yang , Kai He , Wenjun Ma , Ming Liu , Yujiu Yang , Jian Weng

We propose an improved estimator for the multi-task averaging problem, whose goal is the joint estimation of the means of multiple distributions using separate, independent data sets. The naive approach is to take the empirical mean of each…

Machine Learning · Statistics 2020-11-16 Hannah Marienwald , Jean-Baptiste Fermanian , Gilles Blanchard

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis

Recent advances suggest that a wide range of computer vision problems can be addressed more appropriately by considering non-Euclidean geometry. This paper tackles the problem of sparse coding and dictionary learning in the space of…

Machine Learning · Computer Science 2013-04-17 Mehrtash T. Harandi , Conrad Sanderson , Richard Hartley , Brian C. Lovell

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

In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…

Statistics Theory · Mathematics 2011-11-22 J. E. Chacón , J. Montanero , A. G. Nogales

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated…

Numerical Analysis · Mathematics 2018-07-17 Fabio Nobile , Raul Tempone , Soeren Wolfers

The kernel $k$-means is an effective method for data clustering which extends the commonly-used $k$-means algorithm to work on a similarity matrix over complex data structures. The kernel $k$-means algorithm is however computationally very…

Machine Learning · Computer Science 2014-01-30 Ahmed Elgohary , Ahmed K. Farahat , Mohamed S. Kamel , Fakhri Karray

The problem of multiple kernel learning based on penalized empirical risk minimization is discussed. The complexity penalty is determined jointly by the empirical $L_2$ norms and the reproducing kernel Hilbert space (RKHS) norms induced by…

Statistics Theory · Mathematics 2012-11-14 Vladimir Koltchinskii , Ming Yuan

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

A \emph{strong coreset} for the mean queries of a set $P$ in ${\mathbb{R}}^d$ is a small weighted subset $C\subseteq P$, which provably approximates its sum of squared distances to any center (point) $x\in {\mathbb{R}}^d$. A \emph{weak…

Machine Learning · Computer Science 2021-11-05 Alaa Maalouf , Ibrahim Jubran , Dan Feldman

Kernel quadratures and other kernel-based approximation methods typically suffer from prohibitive cubic time and quadratic space complexity in the number of function evaluations. The problem arises because a system of linear equations needs…

Numerical Analysis · Mathematics 2018-01-09 Toni Karvonen , Simo Särkkä