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Existing distribution compression methods, like Kernel Herding (KH), were originally developed for unlabelled data. However, no existing approach directly compresses the conditional distribution of \textit{labelled} data. To address this…

Machine Learning · Statistics 2026-01-19 Dominic Broadbent , Nick Whiteley , Robert Allison , Tom Lovett

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…

Machine Learning · Statistics 2015-03-03 E. Cruz Cortés , C. Scott

The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain…

Machine Learning · Statistics 2026-05-11 Yijin Ni , Xiaoming Huo

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

We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural…

Machine Learning · Computer Science 2019-10-30 Ingmar Schuster , Mattes Mollenhauer , Stefan Klus , Krikamol Muandet

In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…

Methodology · Statistics 2026-01-22 Deep Ghoshal , Xiaofeng Shao

An exact, closed form, and easy to compute expression for the mean integrated squared error (MISE) of a kernel estimator of a normal mixture cumulative distribution function is derived for the class of arbitrary order Gaussian-based…

Methodology · Statistics 2020-03-04 Vitaliy Oryshchenko

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…

Machine Learning · Computer Science 2012-07-25 Steffen Grünewälder , Guy Lever , Luca Baldassarre , Sam Patterson , Arthur Gretton , Massimilano Pontil

In real supervised learning scenarios, it is not uncommon that the training and test sample follow different probability distributions, thus rendering the necessity to correct the sampling bias. Focusing on a particular covariate shift…

Machine Learning · Computer Science 2012-06-22 Yaoliang Yu , Csaba Szepesvari

We are interested in mesh-free formulas based on the Monte-Carlo methodology for the approximation of multi-dimensional integrals, and we investigate their accuracy when the functions belong to a reproducing-kernel space. A kernel typically…

Analysis of PDEs · Mathematics 2020-08-26 Philippe G. LeFloch , Jean-Marc Mercier

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or…

Machine Learning · Computer Science 2019-08-06 Balázs Csanád Csáji , Krisztián Balázs Kis

We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…

Machine Learning · Statistics 2026-02-27 Pouya Roudaki , Shakeel Gavioli-Akilagun , Florian Kalinke , Mona Azadkia , Zoltán Szabó

We study estimation of a class prior for unlabeled target samples which possibly differs from that of source population. Moreover, it is assumed that the source data is partially observable: only samples from the positive class and from the…

Machine Learning · Statistics 2026-05-22 Jan Mielniczuk , Wojciech Rejchel , Paweł Teisseyre

We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…

Methodology · Statistics 2017-03-01 Nathan Kallus

Biclustering algorithms partition data and covariates simultaneously, providing new insights in several domains, such as analyzing gene expression to discover new biological functions. This paper develops a new model-free biclustering…

Methodology · Statistics 2022-08-09 Marcos Matabuena , J. C Vidal , Oscar Hernan Madrid Padilla , Dino Sejdinovic

In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…

Statistics Theory · Mathematics 2020-07-01 Pierre Humbert , Batiste Le Bars , Ludovic Minvielle , Nicolas Vayatis

Modern single-cell flow and mass cytometry technologies measure the expression of several proteins of the individual cells within a blood or tissue sample. Each profiled biological sample is thus represented by a set of hundreds of…

Machine Learning · Computer Science 2022-06-29 Siyuan Shan , Vishal Baskaran , Haidong Yi , Jolene Ranek , Natalie Stanley , Junier Oliva