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We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…

Machine Learning · Statistics 2019-05-30 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi

Quantum computing, with its potential to enhance various machine learning tasks, allows significant advancements in kernel calculation and model precision. Utilizing the one-class Support Vector Machine alongside a quantum kernel, known for…

We study inference for linear quantile regression with two-way clustered data. Using a separately exchangeable array framework and a projection decomposition of the quantile score, we characterize regime-dependent convergence rates and…

Econometrics · Economics 2026-05-26 Ulrich Hounyo , Jiahao Lin

In the multivariate regression, also referred to as multi-task learning in machine learning, the goal is to recover a vector-valued function based on noisy observations. The vector-valued function is often assumed to be of low rank.…

Statistics Theory · Mathematics 2020-05-05 Wenjia Wang , Yi-Hui Zhou

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,…

Machine Learning · Statistics 2015-03-03 E. Cruz Cortés , C. Scott

Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…

Quantum Physics · Physics 2021-08-03 Chao-Hua Yu , Fei Gao , Qiao-Yan Wen

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…

Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…

Statistics Theory · Mathematics 2009-09-29 Anton Schick , Wolfgang Wefelmeyer

Recent theoretical studies illustrated that kernel ridgeless regression can guarantee good generalization ability without an explicit regularization. In this paper, we investigate the statistical properties of ridgeless regression with…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Yingying Zhang

In this paper, we analyze the spatial information of deep features, and propose two complementary regressions for robust visual tracking. First, we propose a kernelized ridge regression model wherein the kernel value is defined as the…

Computer Vision and Pattern Recognition · Computer Science 2018-04-25 Chong Sun , Dong Wang , Huchuan Lu , Ming-Hsuan Yang

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…

Machine Learning · Statistics 2018-11-07 Arun Venkitaraman , Pascal Frossard , Saikat Chatterjee

Kernel methods have had great success in Statistics and Machine Learning. Despite their growing popularity, however, less effort has been drawn towards developing kernel based classification methods on Riemannian manifolds due to difficulty…

Machine Learning · Statistics 2020-10-02 Hwiyoung Lee , Vic Patrangenaru

Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…

Statistics Theory · Mathematics 2025-05-30 Jack Kendrick

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…

Machine Learning · Computer Science 2017-05-25 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabas Poczos

Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…

Numerical Analysis · Computer Science 2017-07-18 Haim Avron , Kenneth L. Clarkson , David P. Woodruff

We propose an optimum mechanism for providing monetary incentives to the data sources of a statistical estimator such as linear regression, so that high quality data is provided at low cost, in the sense that the sum of payments and…

Machine Learning · Statistics 2015-04-27 Yang Cai , Constantinos Daskalakis , Christos H. Papadimitriou

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge

Variable selection is central to high-dimensional data analysis, and various algorithms have been developed. Ideally, a variable selection algorithm shall be flexible, scalable, and with theoretical guarantee, yet most existing algorithms…

Machine Learning · Statistics 2021-02-04 Xin He , Junhui Wang , Shaogao Lv
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