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Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces in one-to-one correspondence with positive definite maps called kernels. They are widely employed in machine learning to reconstruct unknown functions from sparse and…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Mauro Bisiacco , Gianluigi Pillonetto

In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…

Statistics Theory · Mathematics 2020-06-08 Ilmun Kim

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 present a novel diffusion scheme for online kernel-based learning over networks. So far, a major drawback of any online learning algorithm, operating in a reproducing kernel Hilbert space (RKHS), is the need for updating a growing number…

Machine Learning · Computer Science 2018-03-14 Pantelis Bouboulis , Symeon Chouvardas , Sergios Theodoridis

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

Bregman divergences play a pivotal role in statistics, machine learning and computational information geometry. Particularly in the context of machine learning, they are central to clustering, exponential families, parameter estimation and…

Machine Learning · Computer Science 2026-04-28 Russell Tsuchida , Frank Nielsen

In many applications of machine learning, a large number of variables are considered. Motivated by machine learning of interacting particle systems, we consider the situation when the number of input variables goes to infinity. First, we…

Machine Learning · Computer Science 2023-10-30 Christian Fiedler , Michael Herty , Sebastian Trimpe

We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…

Machine Learning · Statistics 2026-02-27 Pouya Roudaki , Shakeel Gavioli-Akilagun , Florian Kalinke , Mona Azadkia , Zoltán Szabó

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li

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

This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Jannis Lübsen , Annika Eichler

Learning in the reproducing kernel Hilbert space (RKHS) such as the support vector machine has been recognized as a promising technique. It continues to be highly effective and competitive in numerous prediction tasks, particularly in…

Machine Learning · Computer Science 2025-01-15 Gakuto Obi , Ayato Saito , Yuto Sasaki , Tsuyoshi Kato

Kernel mean embedding is a useful tool to represent and compare probability measures. Despite its usefulness, kernel mean embedding considers infinite-dimensional features, which are challenging to handle in the context of differentially…

Machine Learning · Computer Science 2022-06-24 Margarita Vinaroz , Mohammad-Amin Charusaie , Frederik Harder , Kamil Adamczewski , Mijung Park

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…

Statistics Theory · Mathematics 2026-03-20 Naveen Gupta , Bharath K Sriperumbudur

A nonparametric approach for policy learning for POMDPs is proposed. The approach represents distributions over the states, observations, and actions as embeddings in feature spaces, which are reproducing kernel Hilbert spaces.…

Machine Learning · Computer Science 2012-10-19 Yu Nishiyama , Abdeslam Boularias , Arthur Gretton , Kenji Fukumizu

Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying…

Machine Learning · Statistics 2019-06-04 Kelvin Hsu , Fabio Ramos

We present a distributionally robust approach for collision avoidance by incorporating contextual information. Specifically, we embed the conditional distribution of future trajectory of the obstacle conditioned on the motion of the ego…

Robotics · Computer Science 2025-09-24 Kaizer Rahaman , Simran Kumari , Ashish R. Hota

In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Trading and Market Microstructure · Quantitative Finance 2025-07-16 Owen Futter , Nicola Muca Cirone , Blanka Horvath

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder