Related papers: An RKHS-Based Semiparametric Approach to Nonlinear…
We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional nature of FAR processes, the existing literature addresses its…
We present a framework for supervised subspace tracking, when there are two time series $x_t$ and $y_t$, one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into…
We discuss mathematical methods to derive Nonlinear Schr\"odinger equations (NLS) in "low dimensional" settings, i.e. the 3-dimensional physical space e.g. to 2 or 1 space dimensions. Beside from the case the system exhibits an internal…
Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…
Operator-Valued Kernels (OVKs) and associated vector-valued Reproducing Kernel Hilbert Spaces provide an elegant way to extend scalar kernel methods when the output space is a Hilbert space. Although primarily used in finite dimension for…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…
Nonlinear dimensionality reduction methods have demonstrated top-notch performance in many pattern recognition and image classification tasks. Despite their popularity, they suffer from highly expensive time and memory requirements, which…
While diffusion models enable new approaches for estimating Local Intrinsic Dimension (LID), existing methods fail in high-dimensional spaces where noise from vast normal directions overwhelms the tangent signal. We propose Local Hessian…
Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks as the curse of dimensionality (CoD) cannot be evaded when trying to approximate even a single ReLU neuron…
Causal inference plays an important role in under standing the underlying mechanisation of the data generation process across various domains. It is challenging to estimate the average causal effect and individual causal effects from…
In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…
Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models…
Traditional machine learning models, particularly neural networks, are rooted in finite-dimensional parameter spaces and nonlinear function approximations. This report explores an alternative formulation where learning tasks are expressed…
Recently, Su and Cook proposed a dimension reduction technique called the inner envelope which can be substantially more efficient than the original envelope or existing dimension reduction techniques for multivariate regression. However,…
In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…
A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregressive structure, motivated in terms of the…
This paper introduces a stratification framework for nonlinear semidefinite programming (NLSDP) that reveals and utilizes the geometry behind the nonsmooth KKT system. Based on the \emph{index stratification} of $\mathbb{S}^n$ and its lift…
This paper derives a new class of vector-valued reproducing kernel Hilbert spaces (vRKHS) defined in terms of operator-valued kernels for the representation of functional uncertainty arising in nonparametric adaptive control methods. These…
We consider a general nonlinear regression problem where the predictors contain measurement error. It has been recently discovered that several well-known dimension reduction methods, such as OLS, SIR and pHd, can be performed on the…