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This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…
The focus of this work is the convergence of non-stationary and deep Gaussian process regression. More precisely, we follow a Bayesian approach to regression or interpolation, where the prior placed on the unknown function $f$ is a…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a…
Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…
We propose a framework for hypothesis testing on conditional probability distributions, which we then use to construct statistical tests of functionals of conditional distributions. These tests identify the inputs where the functionals…
These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…
We generalize Jan Willems' behavioral approach to a class of discrete-time nonlinear systems in a vector-valued reproducing kernel Hilbert space (RKHS). Apart from linear time-invariant systems, this class covers nonlinear systems modeled…
In this article, the reproducing kernel Hilbert space [0, 1] is employed for solving a class of third-order periodic boundary value problem by using fitted reproducing kernel algorithm. The reproducing kernel function is built to get fast…
Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to…
Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and…
We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…
We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…
Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…
The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…
This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…
Reproducing kernel Hilbert spaces are uniquely characterized by their kernel, but reproducing kernel Banach spaces (RKBS) are not. However, a characterization of which RKBS admit a given kernel as reproducing kernel is lacking. This work…
In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…
Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…
Functional data have been the subject of many research works over the last years. Functional regression is one of the most discussed issues. Specifically, significant advances have been made for functional linear regression models with…