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This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

This paper introduces kdiff, a novel kernel-based measure for estimating distances between instances of time series, random fields and other forms of structured data. This measure is based on the idea of matching distributions that only…

Machine Learning · Statistics 2021-10-01 Srinjoy Das , Hrushikesh Mhaskar , Alexander Cloninger

Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the $L^2$ distance between kernel-based distribution…

Machine Learning · Statistics 2019-10-02 M. Scetbon , G. Varoquaux

Kernel-based methods offer a powerful and flexible mathematical framework for addressing histopolation problems. In histopolation, the available input data does not consist of pointwise function samples but of averages taken over intervals…

Numerical Analysis · Mathematics 2026-01-14 Ludovico Bruni Bruno , Giacomo Cappellazzo , Wolfgang Erb , Mohammad Karimnejad Esfahani

In this paper, we present the general theory of embedding independence tests on Hilbert spaces that generalizes the concepts of distance covariance, distance multivariance and HSIC. This is done by defining new types of kernel on an $n$…

Functional Analysis · Mathematics 2024-11-14 Jean Carlo Guella

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Machine Learning · Statistics 2024-03-08 Weichun Xia , Lei Shi

With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…

Machine Learning · Statistics 2023-11-08 Jake Fawkes , Robert Hu , Robin J. Evans , Dino Sejdinovic

Kernel-based learning algorithms are widely used in machine learning for problems that make use of the similarity between object pairs. Such algorithms first embed all data points into an alternative space, where the inner product between…

Machine Learning · Statistics 2017-09-21 Amir-Hossein Karimi

Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…

Machine Learning · Statistics 2025-04-29 François-Xavier Briol , Alexandra Gessner , Toni Karvonen , Maren Mahsereci

In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…

Statistics Theory · Mathematics 2019-10-07 Thi Thien Trang Bui , J-M Loubes , Laurent Risser , Patricia Balaresque

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…

Machine Learning · Statistics 2014-11-26 Ernesto De Vito , Lorenzo Rosasco , Alessandro Toigo

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

In this paper, we establish a novel connection between the metric entropy growth and the embeddability of function spaces into reproducing kernel Hilbert/Banach spaces. Metric entropy characterizes the information complexity of function…

Numerical Analysis · Mathematics 2025-08-28 Yiping Lu , Daozhe Lin , Qiang Du

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

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 estimating the kernel mean in a reproducing kernel Hilbert space (RKHS) is central to kernel methods in that it is used by classical approaches (e.g., when centering a kernel PCA matrix), and it also forms the core inference…

Machine Learning · Statistics 2014-11-05 Krikamol Muandet , Bharath Sriperumbudur , Bernhard Schölkopf