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Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

Spectral clustering and diffusion maps are celebrated dimensionality reduction algorithms built on eigen-elements related to the diffusive structure of the data. The core of these procedures is the approximation of a Laplacian through a…

Machine Learning · Statistics 2023-02-15 Loucas Pillaud-Vivien , Francis Bach

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…

Machine Learning · Statistics 2016-08-08 Rashish Tandon , Si Si , Pradeep Ravikumar , Inderjit Dhillon

This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…

Methodology · Statistics 2025-11-05 Yiou Li , Lulu Kang

This paper studies a Nystr\"om type subsampling approach to large kernel learning methods in the misspecified case, where the target function is not assumed to belong to the reproducing kernel Hilbert space generated by the underlying…

Machine Learning · Statistics 2018-06-05 Shuai Lu , Peter Mathé , Sergiy Pereverzyev

A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…

Machine Learning · Statistics 2026-02-17 Ádám Jung , Domokos M. Kelen , András A. Benczúr

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…

Econometrics · Economics 2026-01-13 Guo Yan

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

Kernel mean embedding is a useful tool to represent and compare probability measures. Despite its usefulness, kernel mean embedding considers infinite-dimensional features, which are challenging to handle in the context of differentially…

Machine Learning · Computer Science 2022-06-24 Margarita Vinaroz , Mohammad-Amin Charusaie , Frederik Harder , Kamil Adamczewski , Mijung Park

The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-conquer is a common remedy, suggesting to split the dataset…

Machine Learning · Statistics 2021-05-25 Valeriy Avanesov

In this paper, we study the minimax estimation of the Bochner integral $$\mu_k(P):=\int_{\mathcal{X}} k(\cdot,x)\,dP(x),$$ also called as the kernel mean embedding, based on random samples drawn i.i.d.~from $P$, where…

Statistics Theory · Mathematics 2017-08-02 Ilya Tolstikhin , Bharath Sriperumbudur , Krikamol Muandet

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…

Machine Learning · Computer Science 2021-01-11 Junhyung Park , Krikamol Muandet

Recently, a method called the Mutual Information Neural Estimator (MINE) that uses neural networks has been proposed to estimate mutual information and more generally the Kullback-Leibler (KL) divergence between two distributions. The…

Machine Learning · Computer Science 2019-08-20 Kartik Ahuja

Kernel-based clustering algorithms have the ability to capture the non-linear structure in real world data. Among various kernel-based clustering algorithms, kernel k-means has gained popularity due to its simple iterative nature and ease…

Computer Vision and Pattern Recognition · Computer Science 2014-02-18 Radha Chitta , Rong Jin , Timothy C. Havens , Anil K. Jain

To cluster data that are not linearly separable in the original feature space, $k$-means clustering was extended to the kernel version. However, the performance of kernel $k$-means clustering largely depends on the choice of kernel…

Machine Learning · Computer Science 2018-11-02 Yaqiang Yao , Huanhuan Chen

We lay theoretical foundations for new database release mechanisms that allow third-parties to construct consistent estimators of population statistics, while ensuring that the privacy of each individual contributing to the database is…

Machine Learning · Statistics 2018-06-01 Matej Balog , Ilya Tolstikhin , Bernhard Schölkopf

For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…

Methodology · Statistics 2023-08-24 Chris. J. Oates

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Data Analysis, Statistics and Probability · Physics 2012-09-19 N. D. Gagunashvili , M. Schmelling