Related papers: Low-Rank Covariance Function Estimation for Multid…

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…

The Koopman operator is a mathematical tool that allows for a linear description of non-linear systems, but working in infinite dimensional spaces. Dynamic Mode Decomposition and Extended Dynamic Mode Decomposition are amongst the most…

Since higher-order tensors are naturally suitable for representing multi-dimensional data in real-world, e.g., color images and videos, low-rank tensor representation has become one of the emerging areas in machine learning and computer…

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

We consider nonparametric estimation of a covariance function on the unit square, given a sample of discretely observed fragments of functional data. When each sample path is only observed on a subinterval of length $\delta<1$, one has no…

Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general…

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Functional autoregressive (FAR) models provide a fundamental framework for analyzing temporally dependent functional data. However, the infinite-dimensional nature of the underlying Hilbert space introduces intrinsic ill-posedness, as the…

The choice of parameterization in Nonlinear (NL) system models greatly affects the quality of the estimated model. Overly complex models can be impractical and hard to interpret, necessitating data-driven methods for simpler and more…

For many machine learning problem settings, particularly with structured inputs such as sequences or sets of objects, a distance measure between inputs can be specified more naturally than a feature representation. However, most standard…

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…

Multivariate conformal prediction requires nonconformity scores that compress residual vectors into scalars while preserving certain implicit geometric structure of the residual distribution. We introduce a Multivariate Kernel Score (MKS)…

This paper presents a new method for estimating high dimensional covariance matrices. The method, permuted rank-penalized least-squares (PRLS), is based on a Kronecker product series expansion of the true covariance matrix. Assuming an…

Nonparametric estimation of the mean and covariance functions is ubiquitous in functional data analysis and local linear smoothing techniques are most frequently used. Zhang and Wang (2016) explored different types of asymptotic properties…

This paper discusses an abstract Kramer sampling theorem for functions within a reproducing kernel Hilbert space (RKHS) of vector valued holomorphic functions. Additionally, we extend the concept of quasi Lagrange-type interpolation for…

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Delineating the associations between images and a vector of covariates is of central interest in medical imaging studies. To tackle this problem of image response regression, we propose a novel nonparametric approach in the framework of…

In this paper we consider the problems of supervised classification and regression in the case where attributes and labels are functions: a data is represented by a set of functions, and the label is also a function. We focus on the use of…

This paper introduces a new framework for quantifying predictive uncertainty for both data and models that relies on projecting the data into a Gaussian reproducing kernel Hilbert space (RKHS) and transforming the data probability density…