Related papers: Partial Persistence of Excitation in RKHS Embedded…
Adaptive experiments improve efficiency by adjusting treatment assignments based on past outcomes, but this adaptivity breaks the i.i.d.\ assumptions that underpin classical asymptotics. At the same time, many questions of interest are…
We investigate the unsupervised learning of non-invertible observation functions in nonlinear state-space models. Assuming abundant data of the observation process along with the distribution of the state process, we introduce a…
A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the…
A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…
Conditional mean embeddings (CMEs) have proven themselves to be a powerful tool in many machine learning applications. They allow the efficient conditioning of probability distributions within the corresponding reproducing kernel Hilbert…
This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementation of the linear regression and the spectral additive…
The level set estimation problem seeks to find all points in a domain ${\cal X}$ where the value of an unknown function $f:{\cal X}\rightarrow \mathbb{R}$ exceeds a threshold $\alpha$. The estimation is based on noisy function evaluations…
Given the joint distribution of two random variables $X,Y$ on some second countable locally compact Hausdorff space, we investigate the statistical approximation of the $L^2$-operator defined by $[Pf](x) := \mathbb{E}[ f(Y) \mid X = x ]$…
Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…
Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional…
In this paper, we consider the problem of estimating parameters of a linear regression model. Using a hybrid systems framework, a hybrid algorithm is proposed allowing the estimate to converge to the exact value of the unknown parameters in…
This paper studies convergence rates for some value function approximations that arise in a collection of reproducing kernel Hilbert spaces (RKHS) $H(\Omega)$. By casting an optimal control problem in a specific class of native spaces,…
In this paper, we consider nonparametric estimation over general Dirichlet metric measure spaces. Unlike the more commonly studied reproducing kernel Hilbert space, whose elements may be defined pointwise, a Dirichlet space typically only…
We use some results from the theory of Reproducing Kernel Hilbert Spaces to show that the reachable space of the heat equation for a finite rod with either one or two Dirichlet boundary controls is a RKHS of analytic functions on a square,…
We propose a novel framework for incorporating qualitative data into quantitative models for causal estimation. Previous methods use categorical variables derived from qualitative data to build quantitative models. However, this approach…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
This paper presents existence and uniqueness results for reflected system of quasilinear stochastic partial differential equations in a convex domain D from Rk. The method is based on the probabilistic interpretation of the solution by…
Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…
We propose an extreme dimension reduction method extending the Extreme-PLS approach to the case where the covariate lies in a possibly infinite-dimensional Hilbert space. The ideas are partly borrowed from both Partial Least-Squares and…
We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when…