Related papers: Near-Linear Time Local Polynomial Nonparametric Es…
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
Invariance to nuisance transformations is one of the desirable properties of effective representations. We consider transformations that form a \emph{group} and propose an approach based on kernel methods to derive local group invariant…
Competing risk data appear widely in modern biomedical research. Cause-specific hazard models are often used to deal with competing risk data in the past two decades. There is no current study on the kernel likelihood method for the…
In the era of big data, it is desired to develop efficient machine learning algorithms to tackle massive data challenges such as storage bottleneck, algorithmic scalability, and interpretability. In this paper, we develop a novel efficient…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…
We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix $K \in \mathbb{R}^{n \times n}$ corresponding to $n$ points $x_1,\ldots,x_n \in \mathbb{R}^d$. In particular, we consider estimating the…
Many of the tools available for robot learning were designed for Euclidean data. However, many applications in robotics involve manifold-valued data. A common example is orientation; this can be represented as a 3-by-3 rotation matrix or a…
This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can…
The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
The impressive practical performance of neural networks is often attributed to their ability to learn low-dimensional data representations and hierarchical structure directly from data. In this work, we argue that these two phenomena are…
We establish efficient approximate counting algorithms for several natural problems in local lemma regimes. In particular, we consider the probability of intersection of events and the dimension of intersection of subspaces. Our approach is…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
Envelope methods improve the estimation efficiency in multivariate linear regression by identifying and separating the material and immaterial parts of the responses or the predictors and estimating the regression coefficients using only…
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…
This paper addresses computational challenges in estimating Quantile Regression with Selection (QRS). The estimation of the parameters that model self-selection requires the estimation of the entire quantile process several times. Moreover,…
We present algorithms that run in linear time on pointer machines for a collection of problems, each of which either directly or indirectly requires the evaluation of a function defined on paths in a tree. These problems previously had…
Low-rank approximation of kernels is a fundamental mathematical problem with widespread algorithmic applications. Often the kernel is restricted to an algebraic variety, e.g., in problems involving sparse or low-rank data. We show that…
Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way…