Related papers: Robust Uncertainty Bounds in Reproducing Kernel Hi…
Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is…
We consider parametrized problems driven by spatially nonlocal integral operators with parameter-dependent kernels. In particular, kernels with varying nonlocal interaction radius $\delta > 0$ and fractional Laplace kernels, parametrized by…
Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…
In this work we analyze a convex-programming method for estimating superpositions of point sources or spikes from nonuniform samples of their convolution with a known kernel. We consider a one-dimensional model where the kernel is either a…
Cooperative geolocation has attracted significant research interests in recent years. A large number of localization algorithms rely on the availability of statistical knowledge of measurement errors, which is often difficult to obtain in…
This paper introduces a framework for uncertainty quantification in regression models defined in metric spaces. Leveraging a newly defined notion of homoscedasticity, we develop a conformal prediction algorithm that offers finite-sample…
Function encoders are a recent technique that learn neural network basis functions to form compact, adaptive representations of Hilbert spaces of functions. We show that function encoders provide a principled connection to feature learning…
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…
This PHD thesis is concerned with uncertainty relations in quantum probability theory, state estimation in quantum stochastics, and natural bundles in differential geometry. After some comments on the nature and necessity of decoherence in…
The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…
This paper provides a new theoretical lens for understanding the finite-sample performance of kernel-based specification tests, such as the Kernel Conditional Moment (KCM) test. Rather than introducing a fundamentally new test, we isolate…
Consider a setting with multiple units (e.g., individuals, cohorts, geographic locations) and outcomes (e.g., treatments, times, items), where the goal is to learn a multivariate distribution for each unit-outcome entry, such as the…
Cut-set bounds on achievable rates for network communication protocols are not in general tight. In this paper we introduce a new technique for proving converses for the problem of transmission of correlated sources in networks, that…
A central problem in signal processing and communications is to design signals that are compact both in time and frequency. Heisenberg's uncertainty principle states that a given function cannot be arbitrarily compact both in time and…
In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…
We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
We use a classical characterisation to prove that functions which are bounded away from zero cannot be elements of reproducing kernel Hilbert spaces whose reproducing kernels decays to zero in a suitable way. The result is used to study…
We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…
We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…