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We propose a novel approach for estimating conditional or parametric expectations in the setting where obtaining samples or evaluating integrands is costly. Through the framework of probabilistic numerical methods (such as Bayesian…

Machine Learning · Statistics 2024-06-25 Zonghao Chen , Masha Naslidnyk , Arthur Gretton , François-Xavier Briol

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in…

Econometrics · Economics 2022-09-30 Masahiro Kato , Masaaki Imaizumi , Kenichiro McAlinn , Haruo Kakehi , Shota Yasui

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…

Econometrics · Economics 2023-11-08 Sid Kankanala

Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data…

Machine Learning · Statistics 2018-03-16 Daniel Emaasit , Matthew Johnson

Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of…

Methodology · Statistics 2026-04-03 Bohan Wu , Eli N. Weinstein , Sohrab Salehi , Yixin Wang , David M. Blei

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

The notion of a (polynomial) kernelization from parameterized complexity is a well-studied model for efficient preprocessing for hard computational problems. By now, it is quite well understood which parameterized problems do or…

Data Structures and Algorithms · Computer Science 2025-04-28 Leonid Antipov , Stefan Kratsch

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

Following the earlier verification for Gaussian model in \cite{ASaa2026}, this paper introduces a zero training forward computational framework for the model to realize it in real time applications. The framework is based on discrete…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Akbar Saadat

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…

Methodology · Statistics 2017-12-13 Torsten Hothorn , Thomas Kneib , Peter Bühlmann

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Deyu Meng , Zongben Xu , Fang Yao

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

Kernel methods are powerful machine learning techniques which implement generic non-linear functions to solve complex tasks in a simple way. They Have a solid mathematical background and exhibit excellent performance in practice. However,…

Machine Learning · Computer Science 2021-01-27 J. Emmanuel Johnson , Valero Laparra , Adrián Pérez-Suay , Miguel D. Mahecha , Gustau Camps-Valls

Word embeddings trained on large corpora have shown to encode high levels of unfair discriminatory gender, racial, religious and ethnic biases. In contrast, human-written dictionaries describe the meanings of words in a concise, objective…

Computation and Language · Computer Science 2021-01-26 Masahiro Kaneko , Danushka Bollegala

Kernel methods are a cornerstone of classical machine learning. The idea of using quantum computers to compute kernels has recently attracted attention. Quantum embedding kernels (QEKs) constructed by embedding data into the Hilbert space…