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Reproducing kernel Hilbert spaces provide a foundational framework for kernel-based learning, where regularization and interpolation problems admit finite-dimensional solutions through classical representer theorems. Many modern learning…

Machine Learning · Computer Science 2026-02-10 Isabel de la Higuera , Francisco Herrera , M. Victoria Velasco

In Bayesian statistics, a continuity property of the posterior distribution with respect to the observable variable is crucial as it expresses well-posedness, i.e., stability with respect to errors in the measurement of data. Essentially,…

Probability · Mathematics 2023-05-17 Emanuele Dolera , Edoardo Mainini

The problem of multiple kernel learning based on penalized empirical risk minimization is discussed. The complexity penalty is determined jointly by the empirical $L_2$ norms and the reproducing kernel Hilbert space (RKHS) norms induced by…

Statistics Theory · Mathematics 2012-11-14 Vladimir Koltchinskii , Ming Yuan

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…

Machine Learning · Computer Science 2024-10-24 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

Learning convolution kernels in operators from data arises in numerous applications and represents an ill-posed inverse problem of broad interest. With scant prior information, kernel methods offer a natural nonparametric approach with…

Numerical Analysis · Mathematics 2025-07-17 Haibo Li , Fei Lu

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

Kernel methods are learning algorithms that enjoy solid theoretical foundations while suffering from important computational limitations. Sketching, which consists in looking for solutions among a subspace of reduced dimension, is a well…

Machine Learning · Statistics 2023-11-07 Tamim El Ahmad , Pierre Laforgue , Florence d'Alché-Buc

The generalization performance of kernel methods is largely determined by the kernel, but common kernels are stationary thus input-independent and output-independent, that limits their applications on complicated tasks. In this paper, we…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Weiping Wang

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

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

Learning the kernel functions used in kernel methods has been a vastly explored area in machine learning. It is now widely accepted that to obtain 'good' performance, learning a kernel function is the key challenge. In this work we focus on…

Machine Learning · Computer Science 2016-01-08 Chetan Tonde , Ahmed Elgammal

The performance of adaptive estimators that employ embedding in reproducing kernel Hilbert spaces (RKHS) depends on the choice of the location of basis kernel centers. Parameter convergence and error approximation rates depend on where and…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Sai Tej Paruchuri , Jia Guo , Andrew Kurdila

Estimating the ratio of two probability densities from finitely many observations of the densities is a central problem in machine learning and statistics with applications in two-sample testing, divergence estimation, generative modeling,…

Machine Learning · Computer Science 2024-03-12 Werner Zellinger , Stefan Kindermann , Sergei V. Pereverzyev

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…

Statistics Theory · Mathematics 2010-09-30 Gilles Blanchard , Nicole Kraemer

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

As a predictor's quality is often assessed by means of its risk, it is natural to regard risk consistency as a desirable property of learning methods, and many such methods have indeed been shown to be risk consistent. The first aim of this…

Machine Learning · Statistics 2023-03-28 Hannes Köhler

In this paper, we study the online learning algorithm without explicit regularization terms. This algorithm is essentially a stochastic gradient descent scheme in a reproducing kernel Hilbert space (RKHS). The polynomially decaying step…

Machine Learning · Computer Science 2017-10-11 Zheng-Chu Guo , Lei Shi

Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…

Statistics Theory · Mathematics 2022-09-02 Tamara Fernández , Nicolás Rivera
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