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We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…

Machine Learning · Statistics 2018-06-04 Carl-Johann Simon-Gabriel , Adam Ścibior , Ilya Tolstikhin , Bernhard Schölkopf

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Antoine Aspeel , Jean-Charles Delvenne , Johan A. K. Suykens

We propose a novel approach for pixel classification in hyperspectral images, leveraging on both the spatial and spectral information in the data. The introduced method relies on a recently proposed framework for learning on distributions…

Computer Vision and Pattern Recognition · Computer Science 2016-05-31 Gianni Franchi , Jesus Angulo , Dino Sejdinovic

A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…

Machine Learning · Statistics 2014-06-16 Dino Sejdinovic , Heiko Strathmann , Maria Lomeli Garcia , Christophe Andrieu , Arthur Gretton

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…

Machine Learning · Statistics 2026-04-09 Prem Talwai , Ali Shameli , David Simchi-Levi

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time.…

Machine Learning · Statistics 2021-11-05 Cristopher Salvi , Maud Lemercier , Chong Liu , Blanka Hovarth , Theodoros Damoulas , Terry Lyons

In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…

Machine Learning · Statistics 2025-03-12 Clémentine Chazal , Anna Korba , Francis Bach

This article studies constructions of reproducing kernel Banach spaces (RKBSs) which may be viewed as a generalization of reproducing kernel Hilbert spaces (RKHSs). A key point is to endow Banach spaces with reproducing kernels such that…

Functional Analysis · Mathematics 2017-06-27 Yuesheng Xu , Qi Ye

In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…

Machine Learning · Statistics 2025-06-17 Antoine Chatalic , Nicolas Schreuder , Ernesto De Vito , Lorenzo Rosasco

One of the most natural connections between quantum and classical machine learning has been established in the context of kernel methods. Kernel methods rely on kernels, which are inner products of feature vectors living in large feature…

Quantum Physics · Physics 2024-04-10 Elies Gil-Fuster , Jens Eisert , Vedran Dunjko

Building highly non-linear and non-parametric models is central to several state-of-the-art machine learning systems. Kernel methods form an important class of techniques that induce a reproducing kernel Hilbert space (RKHS) for inferring…

Machine Learning · Statistics 2017-11-16 Huan Song , Jayaraman J. Thiagarajan , Prasanna Sattigeri , Andreas Spanias

Kernel mean embeddings are a powerful tool to represent probability distributions over arbitrary spaces as single points in a Hilbert space. Yet, the cost of computing and storing such embeddings prohibits their direct use in large-scale…

Machine Learning · Statistics 2022-06-16 Antoine Chatalic , Nicolas Schreuder , Alessandro Rudi , Lorenzo Rosasco

Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

We are studying the problem of estimating density in a wide range of metric spaces, including the Euclidean space, the sphere, the ball, and various Riemannian manifolds. Our framework involves a metric space with a doubling measure and a…

Statistics Theory · Mathematics 2023-04-04 Galatia Cleanthous , Athanasios G. Georgiadis , Philip A. White

We introduce a theory of local kernels, which generalize the kernels used in the standard diffusion maps construction of nonparametric modeling. We prove that evaluating a local kernel on a data set gives a discrete representation of the…

Classical Analysis and ODEs · Mathematics 2015-01-07 Tyrus Berry , Timothy Sauer

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

We introduce a regularization loss based on kernel mean embeddings with rotation-invariant kernels on the hypersphere (also known as dot-product kernels) for self-supervised learning of image representations. Besides being fully competitive…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Léon Zheng , Gilles Puy , Elisa Riccietti , Patrick Pérez , Rémi Gribonval

We introduce Isolation Distributional Kernel as a new way to measure the similarity between two distributions. Existing approaches based on kernel mean embedding, which convert a point kernel to a distributional kernel, have two key issues:…

Machine Learning · Computer Science 2020-09-28 Kai Ming Ting , Bi-Cun Xu , Takashi Washio , Zhi-Hua Zhou

Distance-based tests, also called "energy statistics", are leading methods for two-sample and independence tests from the statistics community. Kernel-based tests, developed from "kernel mean embeddings", are leading methods for two-sample…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Joshua T. Vogelstein

Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…

Functional Analysis · Mathematics 2017-12-15 Ingo Steinwart , Johanna F. Ziegel