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We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then…

Machine Learning · Statistics 2017-04-25 Hamed Masnadi-Shirazi

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Computer Science 2016-07-15 Ferenc Huszar , David Duvenaud

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Statistics 2016-07-18 Ferenc Huszár , David Duvenaud

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

In the near future, millions of load curves measuring the electricity consumption of French households in small time grids (probably half hours) will be available. All these collected load curves represent a huge amount of information which…

Methodology · Statistics 2015-01-20 Hervé Cardot , Anne De Moliner , Camelia Goga

Cell growth in size is a complex process coordinated by intrinsic and environmental signals. In a recent work [Tzur et al., Science, 2009, 325:167-171], size distributions in an exponentially growing population of mammalian cells were used…

Cell Behavior · Quantitative Biology 2015-06-16 Yucheng Hu , Tianqi Zhu

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

This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…

Dynamical Systems · Mathematics 2022-09-09 Nathan Powell , Jia Guo , Sai Tej Parachuri , John Burns , Boone Estes , Andrew Kurdila

The problem of estimation of the proportion of units with a given attribute in a~finite population is considered. From the population a sample is drawn due to the simple random sampling without replacement. There are limited funds for…

Statistics Theory · Mathematics 2019-03-26 Dominik Sieradzki , Wojciech Zieliński

While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…

Machine Learning · Statistics 2024-03-12 Guneet S. Dhillon , George Deligiannidis , Tom Rainforth

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

Given a reproducing kernel Hilbert space H of real-valued functions and a suitable measure mu over the source space D (subset of R), we decompose H as the sum of a subspace of centered functions for mu and its orthogonal in H. This…

Machine Learning · Statistics 2012-12-10 Nicolas Durrande , David Ginsbourger , Olivier Roustant , Laurent Carraro

We propose a new kernel for biological sequences which borrows ideas and techniques from information theory and data compression. This kernel can be used in combination with any kernel method, in particular Support Vector Machines for…

Genomics · Quantitative Biology 2011-01-05 Marco Cuturi , Jean-Philippe Vert

In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…

Functional Analysis · Mathematics 2016-01-28 Palle Jorgensen , Feng Tian

Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to…

Statistics Theory · Mathematics 2024-03-29 Yudan Xiong , Fangjun Xu

The problem of estimating the number of clusters (say k) is one of the major challenges for the partitional clustering. This paper proposes an algorithm named k-SCC to estimate the optimal k in categorical data clustering. For the…

Machine Learning · Computer Science 2025-01-28 Duy-Tai Dinh , Tsutomu Fujinami , Van-Nam Huynh

In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…

Applications · Statistics 2026-05-29 Han Lin Shang

The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…

Statistics Theory · Mathematics 2025-09-22 François Bachoc , Louis Béthune , Alberto González-Sanz , Jean-Michel Loubes

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

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has