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We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures…

Machine Learning · Statistics 2026-05-28 Jakub Wornbard , Zikai Shen , Dimitri Meunier , Arthur Gretton

Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…

Dynamical Systems · Mathematics 2019-12-02 Stefan Klus , Ingmar Schuster , Krikamol Muandet

Estimating the kernel mean in a reproducing kernel Hilbert space is a critical component in many kernel learning algorithms. Given a finite sample, the standard estimate of the target kernel mean is the empirical average. Previous works…

Machine Learning · Computer Science 2021-07-13 Xiaobo Xia , Shuo Shan , Mingming Gong , Nannan Wang , Fei Gao , Haikun Wei , Tongliang Liu

The problem of estimating the kernel mean in a reproducing kernel Hilbert space (RKHS) is central to kernel methods in that it is used by classical approaches (e.g., when centering a kernel PCA matrix), and it also forms the core inference…

Machine Learning · Statistics 2014-11-05 Krikamol Muandet , Bharath Sriperumbudur , Bernhard Schölkopf

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference…

Machine Learning · Statistics 2016-02-26 Krikamol Muandet , Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Bernhard Schölkopf

We propose an improved estimator for the multi-task averaging problem, whose goal is the joint estimation of the means of multiple distributions using separate, independent data sets. The naive approach is to take the empirical mean of each…

Machine Learning · Statistics 2020-11-16 Hannah Marienwald , Jean-Baptiste Fermanian , Gilles Blanchard

Kernel Bayes' rule has been proposed as a nonparametric kernel-based method to realize Bayesian inference in reproducing kernel Hilbert spaces. However, we demonstrate both theoretically and experimentally that the prediction result by…

Machine Learning · Statistics 2018-04-23 Hisashi Johno , Kazunori Nakamoto , Tatsuhiko Saigo

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

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

Methodology · Statistics 2020-01-09 Xianzheng Huang , Haiming Zhou

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

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…

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

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…

Machine Learning · Computer Science 2025-02-11 Yijin Ni , Xiaoming Huo

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…

Methodology · Statistics 2025-11-11 Shiwei Sang , Shao-Bo Lin , Xuehu Zhu

We propose simple nonparametric estimators for mediated and time-varying dose response curves based on kernel ridge regression. By embedding Pearl's mediation formula and Robins' g-formula with kernels, we allow treatments, mediators, and…

Methodology · Statistics 2025-03-18 Rahul Singh , Liyuan Xu , Arthur Gretton

We propose an (offline) multi-dimensional distributional reinforcement learning framework (KE-DRL) that leverages Hilbert space mappings to estimate the kernel mean embedding of the multi-dimensional value distribution under a proposed…

Machine Learning · Computer Science 2026-01-28 Mehrdad Mohammadi , Qi Zheng , Ruoqing Zhu

Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data…

Machine Learning · Statistics 2017-09-06 Jakob Runge

This article presents a general framework for the transport of probability measures towards minimum divergence generative modeling and sampling using ordinary differential equations (ODEs) and Reproducing Kernel Hilbert Spaces (RKHSs),…

Machine Learning · Statistics 2024-02-14 Biraj Pandey , Bamdad Hosseini , Pau Batlle , Houman Owhadi

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira
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