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Related papers: Conformal predictive distributions with kernels

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Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…

Functional Analysis · Mathematics 2017-12-15 Ingo Steinwart , Johanna F. Ziegel

In supervised learning with distributional inputs in the two-stage sampling setup, relevant to applications like learning-based medical screening or causal learning, the inputs (which are probability distributions) are not accessible in the…

Machine Learning · Computer Science 2026-01-22 Christian Fiedler

This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…

Methodology · Statistics 2025-11-05 Yiou Li , Lulu Kang

This paper examines the problem of learning with a finite and possibly large set of p base kernels. It presents a theoretical and empirical analysis of an approach addressing this problem based on ensembles of kernel predictors. This…

Machine Learning · Computer Science 2012-02-20 Corinna Cortes , Mehryar Mohri , Afshin Rostamizadeh

Kernels are powerful and versatile tools in machine learning and statistics. Although the notion of universal kernels and characteristic kernels has been studied, kernel selection still greatly influences the empirical performance. While…

Machine Learning · Statistics 2019-02-28 Chun-Liang Li , Wei-Cheng Chang , Youssef Mroueh , Yiming Yang , Barnabás Póczos

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation…

Machine Learning · Statistics 2014-11-21 Christoph H. Lampert

This paper focuses on generalization performance analysis for distributed algorithms in the framework of learning theory. Taking distributed kernel ridge regression (DKRR) for example, we succeed in deriving its optimal learning rates in…

Machine Learning · Computer Science 2020-03-30 Shao-Bo Lin , Di Wang , Ding-Xuan Zhou

Testing the equality of two conditional distributions is crucial in various modern applications, including transfer learning and causal inference. Despite its importance, this fundamental problem has received surprisingly little attention…

Methodology · Statistics 2025-09-04 Jian Yan , Zhuoxi Li , Xianyang Zhang

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…

Machine Learning · Computer Science 2011-12-21 Arash Afkanpour , Csaba Szepesvari , Michael Bowling

The field of performative prediction had its beginnings in 2020 with the seminal paper "Performative Prediction" by Perdomo et al., which established a novel machine learning setup where the deployment of a predictive model causes a…

Machine Learning · Statistics 2026-02-12 Thomas Kehrenberg , Javier Sanguino , Jose A. Lozano , Novi Quadrianto

The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…

Methodology · Statistics 2017-02-07 Tristan Senga Kiessé

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…

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…

Econometrics · Economics 2025-04-03 Yuehao Bai , Azeem M. Shaikh , Max Tabord-Meehan

Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…

Machine Learning · Computer Science 2019-11-05 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

The crowdsourcing scenarios are a good example of having a probability distribution over some categories showing what the people in a global perspective thinks. Learn a predictive model of this probability distribution can be of much more…

Machine Learning · Computer Science 2019-01-31 F. A. Mena , R. Ñanculef

Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high dimensional set-tings. On the theoretical…

Statistics Theory · Mathematics 2015-09-18 Erwan Scornet