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Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus…

Machine Learning · Statistics 2023-10-20 Xingdong Feng , Xin He , Caixing Wang , Chao Wang , Jingnan Zhang

In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…

Methodology · Statistics 2012-11-20 Heng Lian

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about…

Machine Learning · Statistics 2016-11-25 Stephane Canu , Xavier Mary , Alain Rakotomamonjy

Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this paper, we propose a novel nonparametric covariance function estimation…

Methodology · Statistics 2021-09-14 Jiayi Wang , Raymond K. W. Wong , Xiaoke Zhang

Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…

Statistics Theory · Mathematics 2022-09-02 Tamara Fernández , Nicolás Rivera

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…

Methodology · Statistics 2016-10-12 Holger Drees , Natalie Neumeyer , Leonie Selk

Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…

Machine Learning · Computer Science 2024-05-16 Aref Miri Rekavandi , Olga Ohrimenko , Benjamin I. P. Rubinstein

Weighted log-rank tests are arguably the most widely used tests by practitioners for the two-sample problem in the context of right-censored data. Many approaches have been considered to make weighted log-rank tests more robust against a…

Methodology · Statistics 2020-05-01 Tamara Fernandez , Nicolas Rivera

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite…

Methodology · Statistics 2021-11-23 Tamara Fernandez , Arthur Gretton , David Rindt , Dino Sejdinovic

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

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…

Methodology · Statistics 2025-11-17 Ying Niu , Yuwei Zhao , Zhao Chen , Christina Dan Wang

We propose an independence test for random variables valued into metric spaces by using a test statistic obtained from appropriately centering and rescaling the squared Hilbert-Schmidt norm of the usual empirical estimator of normalized…

Statistics Theory · Mathematics 2022-11-11 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…

Machine Learning · Statistics 2024-11-26 Yaroslav Averyanov , Alain Celisse

Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…

Signal Processing · Electrical Eng. & Systems 2019-05-09 Maria Peifer , Luiz. F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…

Machine Learning · Statistics 2016-09-14 Bernhard Schölkopf , Krikamol Muandet , Kenji Fukumizu , Jonas Peters

We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on…

Systems and Control · Electrical Eng. & Systems 2021-10-27 Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

With modern technology development, functional data are being observed frequently in many scientific fields. A popular method for analyzing such functional data is ``smoothing first, then estimation.'' That is, statistical inference such as…

Statistics Theory · Mathematics 2009-09-29 Jin-Ting Zhang , Jianwei Chen
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