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This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and…

Machine Learning · Statistics 2018-07-10 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K Sriperumbudur

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

We are studying the problem of estimating density in a wide range of metric spaces, including the Euclidean space, the sphere, the ball, and various Riemannian manifolds. Our framework involves a metric space with a doubling measure and a…

Statistics Theory · Mathematics 2023-04-04 Galatia Cleanthous , Athanasios G. Georgiadis , Philip A. White

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not…

Machine Learning · Computer Science 2018-05-22 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

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

Calibrating stochastic radio channel models to new measurement data is challenging when the likelihood function is intractable. The standard approach to this problem involves sophisticated algorithms for extraction and clustering of…

Signal Processing · Electrical Eng. & Systems 2021-05-07 Ayush Bharti , Francois-Xavier Briol , Troels Pedersen

In this paper we study the scale-space classification of signals via the maximal set of kernels. We use a geometric approach which arises naturally when we consider parameter variations in scale-space. We derive the Fourier transform…

Classical Analysis and ODEs · Mathematics 2023-05-23 Leon A. Luxemburg , Steven B. Damelin

Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…

Quantum Physics · Physics 2021-11-02 Hayata Yamasaki , Sathyawageeswar Subramanian , Sho Sonoda , Masato Koashi

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…

Machine Learning · Computer Science 2011-12-21 Arash Afkanpour , Csaba Szepesvari , Michael Bowling

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

We propose the \emph{weighted K-harmonic means} (WKHM) clustering algorithm, a regularized variant of K-harmonic means designed to ensure numerical stability while enabling soft assignments through inverse-distance weighting. Unlike…

Artificial Intelligence · Computer Science 2025-12-19 Gourab Ghatak

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…

Machine Learning · Computer Science 2024-10-22 Nizar Demni , Hachem Kadri

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating $P\ast\mathcal{N}_\sigma$, for $\mathcal{N}_\sigma\triangleq\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$, by…

Statistics Theory · Mathematics 2020-05-04 Ziv Goldfeld , Kristjan Greenewald , Yury Polyanskiy , Jonathan Weed

This paper establishes error bounds for the convergence of a piecewise linear approximation of the constrained optimal smoothing problem posed in a reproducing kernel Hilbert space (RKHS). This problem can be reformulated as a Bayesian…

Statistics Theory · Mathematics 2025-06-24 Laurence Grammont , François Bachoc , Andrés F. López-Lopera