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The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

Numerical Analysis · Mathematics 2021-04-02 Toni Karvonen , Chris J. Oates , Mark Girolami

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

Wasserstein distributionally robust optimization (\textsf{WDRO}) is a popular model to enhance the robustness of machine learning with ambiguous data. However, the complexity of \textsf{WDRO} can be prohibitive in practice since solving its…

Machine Learning · Computer Science 2023-05-10 Ruomin Huang , Jiawei Huang , Wenjie Liu , Hu Ding

The method of random Fourier features (RFF), proposed in a seminal paper by Rahimi and Recht (NIPS'07), is a powerful technique to find approximate low-dimensional representations of points in (high-dimensional) kernel space, for…

Machine Learning · Computer Science 2023-04-14 Kuan Cheng , Shaofeng H. -C. Jiang , Luojian Wei , Zhide Wei

We study efficient algorithms for the Euclidean $k$-Center problem, focusing on the regime of large $k$. We take the approach of data reduction by considering $\alpha$-coreset, which is a small subset $S$ of the dataset $P$ such that any…

Data Structures and Algorithms · Computer Science 2025-02-11 Arnold Filtser , Shaofeng H. -C. Jiang , Yi Li , Anurag Murty Naredla , Ioannis Psarros , Qiaoyuan Yang , Qin Zhang

Most state-of-the-art graph kernels only take local graph properties into account, i.e., the kernel is computed with regard to properties of the neighborhood of vertices or other small substructures. On the other hand, kernels that do take…

Machine Learning · Computer Science 2017-09-25 Christopher Morris , Kristian Kersting , Petra Mutzel

Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would necessarily face in this situation.…

Methodology · Statistics 2013-03-19 Gery Geenens

Kernel density estimation (KDE) stands out as a challenging task in machine learning. The problem is defined in the following way: given a kernel function $f(x,y)$ and a set of points $\{x_1, x_2, \cdots, x_n \} \subset \mathbb{R}^d$, we…

Machine Learning · Computer Science 2024-02-15 Jiehao Liang , Zhao Song , Zhaozhuo Xu , Junze Yin , Danyang Zhuo

The coresets approach, also called subsampling or subset selection, aims to select a subsample as a surrogate for the observed sample and has found extensive applications in large-scale data analysis. Existing coresets methods construct the…

Computation · Statistics 2024-09-17 Mengyu Li , Jun Yu , Tao Li , Cheng Meng

This paper presents new and effective algorithms for learning kernels. In particular, as shown by our empirical results, these algorithms consistently outperform the so-called uniform combination solution that has proven to be difficult to…

Machine Learning · Computer Science 2024-05-01 Corinna Cortes , Mehryar Mohri , Afshin Rostamizadeh

Kernel adaptive filters, a class of adaptive nonlinear time-series models, are known by their ability to learn expressive autoregressive patterns from sequential data. However, for trivial monotonic signals, they struggle to perform…

Machine Learning · Statistics 2017-07-14 Felipe Tobar

The Gaussian kernel and its traditional normalizations (e.g., row-stochastic) are popular approaches for assessing similarities between data points. Yet, they can be inaccurate under high-dimensional noise, especially if the noise magnitude…

Statistics Theory · Mathematics 2023-07-12 Boris Landa , Xiuyuan Cheng

This tutorial provides a gentle introduction to kernel density estimation (KDE) and recent advances regarding confidence bands and geometric/topological features. We begin with a discussion of basic properties of KDE: the convergence rate…

Methodology · Statistics 2017-09-13 Yen-Chi Chen

Error estimates for kernel interpolation in Reproducing Kernel Hilbert Spaces (RKHS) usually assume quite restrictive properties on the shape of the domain, especially in the case of infinitely smooth kernels like the popular Gaussian…

Numerical Analysis · Mathematics 2025-01-09 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

Kernel survival analysis models estimate individual survival distributions with the help of a kernel function, which measures the similarity between any two data points. Such a kernel function can be learned using deep kernel survival…

Machine Learning · Computer Science 2025-02-18 George H. Chen

The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…

Numerical Analysis · Mathematics 2023-05-19 Alex Barnett , Philip Greengard , Manas Rachh

A new clustering accuracy measure is proposed to determine the unknown number of clusters and to assess the quality of clustering of a data set given in any dimensional space. Our validity index applies the classical nonparametric…

Methodology · Statistics 2022-02-15 Soumita Modak

This paper addresses the problem of detecting boundary points and estimating the sampling density of a dataset derived from a compact manifold with boundary, potentially in the presence of noise. We extend recent advances in doubly…

Statistics Theory · Mathematics 2026-04-03 Dhruv Kohli , Jesse He , Chester Holtz , Alexander Cloninger , Gal Mishne

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk

We consider robust clustering problems in $\mathbb{R}^d$, specifically $k$-clustering problems (e.g., $k$-Median and $k$-Means with $m$ outliers, where the cost for a given center set $C \subset \mathbb{R}^d$ aggregates the distances from…

Data Structures and Algorithms · Computer Science 2022-10-20 Lingxiao Huang , Shaofeng H. -C. Jiang , Jianing Lou , Xuan Wu