Related papers: Robust Kernel (Cross-) Covariance Operators in Rep…

Many unsupervised kernel methods rely on the estimation of the kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). Both kernel CO and kernel CCO are sensitive to contaminated data, even when bounded…

RKUM is an R package developed for implementing robust kernel-based unsupervised methods. It provides functions for estimating the robust kernel covariance operator (CO) and the robust kernel cross-covariance operator (CCO) using…

Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA)…

In genome-wide interaction studies, to detect gene-gene interactions, most methods are divided into two folds: single nucleotide polymorphisms (SNP) based and gene-based methods. Basically, the methods based on the gene are more effective…

Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus…

We study the problem of structured output learning from a regression perspective. We first provide a general formulation of the kernel dependency estimation (KDE) problem using operator-valued kernels. We show that some of the existing…

This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…

We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a…

The huge amount of available data nowadays is a challenge for kernel-based machine learning algorithms like SVMs with respect to runtime and storage capacities. Local approaches might help to relieve these issues and to improve statistical…

Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in…

This paper presents a robust matrix elastic net based canonical correlation analysis (RMEN-CCA) for multiple view unsupervised learning problems, which emphasizes the combination of CCA and the robust matrix elastic net (RMEN) used as…

Healthcare data often come from multiple sites in which the correlations between confounding variables can vary widely. If deep learning models exploit these unstable correlations, they might fail catastrophically in unseen sites. Although…

This paper examines robust functional data analysis for discretely observed data, where the underlying process encompasses various distributions, such as heavy tail, skewness, or contaminations. We propose a unified robust concept of…

The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers. These can be casewise outliers, such as cases belonging to a different population, or cellwise outliers, which are deviating…

This paper introduces RaCo, a lightweight neural network designed to learn robust and versatile keypoints suitable for a variety of 3D computer vision tasks. The model integrates three key components: the repeatable keypoint detector, a…

Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions. Existing CI tests often rely on restrictive structural…

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…