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We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…

Machine Learning · Statistics 2018-06-04 Carl-Johann Simon-Gabriel , Adam Ścibior , Ilya Tolstikhin , Bernhard Schölkopf

We study the problem of approximating functions of $d$ variables in the average case setting for the $L_2$ space $L_{2,d}$ with the standard Gaussian weight equipped with a zero-mean Gaussian measure. The covariance kernel of this Gaussian…

Numerical Analysis · Mathematics 2018-02-06 Jia Chen , Heping Wang

Automated tuning of compute kernels is a popular area of research, mainly focused on finding optimal kernel parameters for a problem with fixed input sizes. This approach is good for deploying machine learning models, where the network…

Machine Learning · Computer Science 2020-03-17 John Lawson

Numerous capability and safety techniques of Large Language Models (LLMs), including RLHF, automated red-teaming, prompt engineering, and infilling, can be cast as sampling from an unnormalized target distribution defined by a given reward…

Machine Learning · Computer Science 2024-05-01 Stephen Zhao , Rob Brekelmans , Alireza Makhzani , Roger Grosse

Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…

Machine Learning · Statistics 2018-02-26 Jiaxin Shi , Shengyang Sun , Jun Zhu

We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed,…

Machine Learning · Statistics 2018-07-31 Tom Rainforth

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…

Computation · Statistics 2024-01-03 William Ruth

End-to-end deep neural networks have achieved remarkable success across various domains but are often criticized for their lack of interpretability. While post hoc explanation methods attempt to address this issue, they often fail to…

Machine Learning · Computer Science 2025-01-22 Weixin Chen , Simon Yu , Huajie Shao , Lui Sha , Han Zhao

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

Methodology · Statistics 2014-12-01 Sergios Agapiou , Gareth O. Roberts , Sebastian J. Vollmer

In recent years, various kernels have been proposed in the context of persistent homology to deal with persistence diagrams in supervised learning approaches. In this paper, we consider the idea of variably scaled kernels, for approximating…

Numerical Analysis · Mathematics 2022-02-22 Stefano De Marchi , Federico Lot , Francesco Marchetti , Davide Poggiali

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

Kernels are powerful and versatile tools in machine learning and statistics. Although the notion of universal kernels and characteristic kernels has been studied, kernel selection still greatly influences the empirical performance. While…

Machine Learning · Statistics 2019-02-28 Chun-Liang Li , Wei-Cheng Chang , Youssef Mroueh , Yiming Yang , Barnabás Póczos

Quantum kernels are considered as potential resources to illustrate benefits of quantum computing in machine learning. Considering the impact of hyperparameters on the performance of a classical machine learning model, it is imperative to…

Quantum Physics · Physics 2023-08-09 Diksha Sharma , Parvinder Singh , Atul Kumar

Computational problems are classified into computable and uncomputable problems. If there exists an effective procedure (algorithm) to compute a problem then the problem is computable otherwise it is uncomputable. Turing machines can…

Computational Complexity · Computer Science 2024-09-06 Asad Khaliq

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that…

Machine Learning · Computer Science 2012-03-19 Yutian Chen , Max Welling , Alex Smola

Kernel approximation with exponentials is useful in many problems with convolution quadrature and particle interactions such as integral-differential equations, molecular dynamics and machine learning. This paper proposes a weighted…

Computational Physics · Physics 2025-05-07 Yuanshen Lin , Zhenli Xu , Yusu Zhang , Qi Zhou

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…

Machine Learning · Computer Science 2025-08-20 Aleksanteri Sladek , Martin Trapp , Arno Solin
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