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We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…

Machine Learning · Statistics 2016-09-14 Bernhard Schölkopf , Krikamol Muandet , Kenji Fukumizu , Jonas Peters

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…

Numerical Analysis · Computer Science 2015-12-11 V. N. Petrushin , E. V. Nikulchev , D. A. Korolev

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic…

Machine Learning · Statistics 2020-05-05 Jia-Jie Zhu , Krikamol Muandet , Moritz Diehl , Bernhard Schölkopf

Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…

Computation · Statistics 2018-08-06 Brandon A. Jones , Marc Balducci

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Machine Learning · Statistics 2024-07-31 Abhranil Das , Wilson S Geisler

A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…

Information Theory · Computer Science 2018-02-14 Alan Wisler , Visar Berisha , Andreas Spanias , Alfred O. Hero

Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and their attendant risks to society. For continuous mixtures of…

Machine Learning · Statistics 2025-06-18 Michael R. Powers , Jiaxin Xu

We view sequential design as a model selection problem to determine which new observation is expected to be the most informative, given the existing set of observations. For estimating a probability distribution on a bounded interval, we…

Methodology · Statistics 2018-07-19 Madhurima Nath , Stephen Eubank

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal…

Machine Learning · Statistics 2019-03-26 Balázs Csanád Csáji , Ambrus Tamás

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

High Energy Physics - Experiment · Physics 2009-10-31 Kyle S. Cranmer

Nonparametric density estimation for compositional data supported on the simplex is examined under a missing at random mechanism. Rather than imputing missing values and estimating the density from a completed data set, we adopt a strategy…

Methodology · Statistics 2026-03-10 Hanen Daayeb , Wissem Jedidi , Salah Khardani , Guanjie Lyu , Frédéric Ouimet

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest…

Machine Learning · Computer Science 2021-01-15 Danica J. Sutherland , Liang Xiong , Barnabás Póczos , Jeff Schneider
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