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Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…

Statistics Theory · Mathematics 2023-01-19 Michael Bian , Rina Foygel Barber

This paper is concerned with functional learning by utilizing two-stage sampled distribution regression. We study a multi-penalty regularization algorithm for distribution regression under the framework of learning theory. The algorithm…

Machine Learning · Computer Science 2023-11-30 Zhan Yu , Daniel W. C. Ho

Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the…

Statistics Theory · Mathematics 2023-01-11 Timo Dimitriadis , Lutz Duembgen , Alexander Henzi , Marius Puke , Johanna Ziegel

In likelihood-free settings where likelihood evaluations are intractable, approximate Bayesian computation (ABC) addresses the formidable inference task to discover plausible parameters of simulation programs that explain the observations.…

Machine Learning · Statistics 2019-03-05 Kelvin Hsu , Fabio Ramos

We study the minimax settings of binary classification with F-score under the $\beta$-smoothness assumptions on the regression function $\eta(x) = \mathbb{P}(Y = 1|X = x)$ for $x \in \mathbb{R}^d$. We propose a classification procedure…

Statistics Theory · Mathematics 2019-05-13 Evgenii Chzhen

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

Statistics Theory · Mathematics 2022-12-07 Majid Mojirsheibani , William Pouliot , Andre Shakhbandaryan

With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…

Machine Learning · Statistics 2023-11-08 Jake Fawkes , Robert Hu , Robin J. Evans , Dino Sejdinovic

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

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

This paper introduces a new type of probabilistic semiparametric model that takes advantage of data binning to reduce the computational cost of kernel density estimation in nonparametric distributions. Two new conditional probability…

Machine Learning · Computer Science 2026-04-02 Rafael Sojo , Javier Díaz-Rozo , Concha Bielza , Pedro Larrañaga

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying…

Machine Learning · Statistics 2019-06-04 Kelvin Hsu , Fabio Ramos

The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…

Statistics Theory · Mathematics 2022-09-27 Shashank Singh , Justin Khim

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

Machine Learning · Statistics 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the…

Methodology · Statistics 2021-11-01 Xinran Li , Bo Jiang , Jun S. Liu

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic