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Statistical depth is the act of gauging how representative a point is compared to a reference probability measure. The depth allows introducing rankings and orderings to data living in multivariate, or function spaces. Though widely applied…

Statistics Theory · Mathematics 2021-05-28 George Wynne , Stanislav Nagy

In many applications of machine learning, a large number of variables are considered. Motivated by machine learning of interacting particle systems, we consider the situation when the number of input variables goes to infinity. First, we…

Machine Learning · Computer Science 2023-10-30 Christian Fiedler , Michael Herty , Sebastian Trimpe

We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…

Machine Learning · Statistics 2019-12-04 Michael Arbel , Anna Korba , Adil Salim , Arthur Gretton

Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy…

Machine Learning · Computer Science 2019-12-03 Scott Gigante , Jay S. Stanley , Ngan Vu , David van Dijk , Kevin Moon , Guy Wolf , Smita Krishnaswamy

A nonparametric approach for policy learning for POMDPs is proposed. The approach represents distributions over the states, observations, and actions as embeddings in feature spaces, which are reproducing kernel Hilbert spaces.…

Machine Learning · Computer Science 2012-10-19 Yu Nishiyama , Abdeslam Boularias , Arthur Gretton , Kenji Fukumizu

We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…

Machine Learning · Statistics 2026-05-14 Leonardo V. Santoro , Kartik G. Waghmare , Victor M. Panaretos

Kernel method in machine learning consists of encoding input data into a vector in a Hilbert space called the feature space and modeling the target function as a linear map on the feature space. Given a cost function, computing such an…

Quantum Physics · Physics 2022-10-18 Salman Beigi

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

In this paper, we study the minimax estimation of the Bochner integral $$\mu_k(P):=\int_{\mathcal{X}} k(\cdot,x)\,dP(x),$$ also called as the kernel mean embedding, based on random samples drawn i.i.d.~from $P$, where…

Statistics Theory · Mathematics 2017-08-02 Ilya Tolstikhin , Bharath Sriperumbudur , Krikamol Muandet

The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…

Statistics Theory · Mathematics 2025-09-22 François Bachoc , Louis Béthune , Alberto González-Sanz , Jean-Michel Loubes

Quantum kernel methods leverage a kernel function computed by embedding input information into the Hilbert space of a quantum system. However, large Hilbert spaces can hinder generalization capability, and the scalability of quantum kernels…

Quantum Physics · Physics 2024-04-16 Rodrigo Martínez-Peña , Miguel C. Soriano , Roberta Zambrini

This paper introduces the Quantum Covariance Embedding, which embeds Positive Operator-Valued Measures into a tensor product of a Reproducing Kernel Hilbert Space and the quantum state space via a tensorized Bochner integral. This…

Statistics Theory · Mathematics 2026-05-26 Philipp Nikolas Mayer , Ho Yun

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…

Machine Learning · Statistics 2021-12-22 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Takeshi Katsura , Yoshinobu Kawahara

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

In this paper, we compute finite sample bounds for data-driven approximations of the solution to stochastic reachability problems. Our approach uses a nonparametric technique known as kernel distribution embeddings, and provides…

Optimization and Control · Mathematics 2021-12-09 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

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

With near-term quantum devices available and the race for fault-tolerant quantum computers in full swing, researchers became interested in the question of what happens if we replace a supervised machine learning model with a quantum…

Quantum Physics · Physics 2021-04-20 Maria Schuld

A new goodness-of-fit test for normality in high-dimension (and Reproducing Kernel Hilbert Space) is proposed. It shares common ideas with the Maximum Mean Discrepancy (MMD) it outperforms both in terms of computation time and applicability…

Statistics Theory · Mathematics 2014-04-14 Jérémie Kellner , Alain Celisse