Related papers: Kernel Discrepancy-Based Rerandomization for Contr…
Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…
Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…
In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a…
Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
The widespread adoption of the \emph{maximum mean discrepancy} (MMD) in goodness-of-fit testing has spurred extensive research on its statistical performance. However, recent studies indicate that the inherent structure of MMD may constrain…
Rerandomization is a strategy of increasing efficiency as compared to complete randomization. The idea with rerandomization is that of removing allocations with imbalance in the observed covariates and then randomizing within the set of…
We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…
For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…
In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…
Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…
A common concern in observational studies focuses on properly evaluating the causal effect, which usually refers to the average treatment effect or the average treatment effect on the treated. In this paper, we propose a data preprocessing…
In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…
Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…
Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…
We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…
In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…
Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…
Change-point analysis plays a significant role in various fields to reveal discrepancies in distribution in a sequence of observations. While a number of algorithms have been proposed for high-dimensional data, kernel-based methods have not…
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…