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Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…

Machine Learning · Statistics 2016-03-17 Edgar A. Valencia , Mauricio A. Álvarez

A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

Machine Learning · Statistics 2025-04-07 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

In this paper we consider the problems of supervised classification and regression in the case where attributes and labels are functions: a data is represented by a set of functions, and the label is also a function. We focus on the use of…

Machine Learning · Computer Science 2016-11-03 Hachem Kadri , Emmanuel Duflos , Philippe Preux , Stéphane Canu , Alain Rakotomamonjy , Julien Audiffren

We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal components based estimator for the…

Statistics Theory · Mathematics 2014-04-17 Siegfried Hörmann , Łukasz Kidziński

The theory of positive kernels and associated reproducing kernel Hilbert spaces, especially in the setting of holomorphic functions, has been an important tool for the last several decades in a number of areas of complex analysis and…

Operator Algebras · Mathematics 2016-02-03 Joseph A. Ball , Gregory Marx , Victor Vinnikov

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

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…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

We develop sampling formulas for high-dimensional functions in reproducing kernel Hilbert spaces, where we rely on irregular samples that are taken at determining sequences of data points. We place particular emphasis on sampling formulas…

Machine Learning · Computer Science 2025-04-21 Armin Iske , Lennart Ohlsen

We present a method to reconstruct the dielectric susceptibility (scattering potential) of an inhomogeneous scattering medium, based on the solution to the inverse scattering problem with internal sources. We employ the theory of…

Numerical Analysis · Mathematics 2024-07-18 Yakun Dong , Kamran Sadiq , Otmar Scherzer , John C. Schotland

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…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…

Statistics Theory · Mathematics 2025-08-27 Tien Dat Nguyen , Thanh Mai Pham Ngoc

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

Statistics Theory · Mathematics 2025-05-27 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…

Functional Analysis · Mathematics 2016-01-28 Palle Jorgensen , Feng Tian

In this paper, we discuss the convergence analysis of the conjugate gradient-based algorithm for the functional linear model in the reproducing kernel Hilbert space framework, utilizing early stopping results in regularization against…

Statistics Theory · Mathematics 2023-10-05 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…

Statistics Theory · Mathematics 2024-09-18 Ling Peng , Xiaohui Liu , Heng Lian

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida