Related papers: Asymmetric Correntropy for Robust Adaptive Filteri…
We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…
We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it…
Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…
The presence of outliers can significantly degrade the performance of ellipse fitting methods. We develop an ellipse fitting method that is robust to outliers based on the maximum correntropy criterion with variable center (MCC-VC), where a…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…
Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…
Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…
Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…
The anisotropic kernel ridge regression (AKRR) approach in nuclear mass predictions is developed by introducing the anisotropic kernel function into the kernel ridge regression (KRR) approach, without introducing new weight parameter or…
The Gaussian kernel is one of the most important kernels, applicable to many research fields, including scientific computing and data science. In this paper, we present asymptotic analysis of the Gaussian kernel matrix in high dimension…
We propose several pseudoentropy measures that agree well with the Wehrl entropy, but are significantly faster to compute. All of them are rotationally invariant measures of entanglement very sensitive to non-Gaussianity, anisotropy, and…
The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…
We introduce a new optimization algorithm, termed contrastive adjustment, for learning Markov transition kernels whose stationary distribution matches the data distribution. Contrastive adjustment is not restricted to a particular family of…
The maximum correntropy criterion (MCC) has been employed to design outlier-robust adaptive filtering algorithms, among which the recursive MCC (RMCC) algorithm is a typical one. Motivated by the success of our recently proposed…
This paper deals with the speed of convergence of the learning curve in a Gaussian process regression framework. The learning curve describes the average generalization error of the Gaussian process used for the regression. More…
In many situations, sample data is obtained from a noisy or imperfect source. In order to address such corruptions, this paper introduces the concept of a sampling corrector. Such algorithms use structure that the distribution is purported…
We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…
We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…
Hyperspectral unmixing is one of the crucial steps for many hyperspectral applications. The problem of hyperspectral unmixing has proven to be a difficult task in unsupervised work settings where the endmembers and abundances are both…
In this article we investigate the effects of conformal transformations on kernel functions used in Support Vector Machines. Our focus lies in the task of text document categorization, which involves assigning each document to a particular…