Related papers: Covariance Function Pre-Training with m-Kernels fo…

Kernels are efficient in representing nonlocal dependence and they are widely used to design operators between function spaces. Thus, learning kernels in operators from data is an inverse problem of general interest. Due to the nonlocal…

We develop a unified theory of designs for controlled experiments that balance baseline covariates a priori (before treatment and before randomization) using the framework of minimax variance and a new method called kernel allocation. We…

Motivated by recent work involving the analysis of leveraging spatial correlations in sparsified mean estimation, we present a novel procedure for constructing covariance estimator. The proposed Random-knots (Random-knots-Spatial) and…

We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are…

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational…

A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is known about the function, space-filling design is advisable:…

Quantum machine learning with quantum kernels for classification problems is a growing area of research. Recently, quantum kernel alignment techniques that parameterise the kernel have been developed, allowing the kernel to be trained and…

Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and…

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

In the recent past, automatic selection or combination of kernels (or features) based on multiple kernel learning (MKL) approaches has been receiving significant attention from various research communities. Though MKL has been extensively…

In this work, we broadly connect kernel-based filtering (e.g. approaches such as the bilateral filters and nonlocal means, but also many more) with general variational formulations of Bayesian regularized least squares, and the related…

Few-shot learning deals with the fundamental and challenging problem of learning from a few annotated samples, while being able to generalize well on new tasks. The crux of few-shot learning is to extract prior knowledge from related tasks…

We consider the use of deep learning for covariance estimation. We propose to globally learn a neural network that will then be applied locally at inference time. Leveraging recent advancements in self-supervised foundational models, we…

This study addresses the problem of convolutional kernel learning in univariate, multivariate, and multidimensional time series data, which is crucial for interpreting temporal patterns in time series and supporting downstream machine…

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…

In the last years, the success of kernel-based regularisation techniques in solving impulse response modelling tasks has revived the interest on linear system identification. In this work, an alternative perspective on the same problem is…

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear…

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…