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Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the…

Machine Learning · Computer Science 2018-11-14 Shuang Li , Yao Xie , Hanjun Dai , Le Song

We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…

Statistics Theory · Mathematics 2019-08-19 James A. Duffy

Kernel methods underpin many of the most successful approaches in data science and statistics, and they allow representing probability measures as elements of a reproducing kernel Hilbert space without loss of information. Recently, the…

Machine Learning · Statistics 2025-03-19 Florian Kalinke , Zoltan Szabo , Bharath K. Sriperumbudur

Non-relativistic quantum mechanics is reformulated here based on the idea that relational properties among quantum systems, instead of the independent properties of a quantum system, are the most fundamental elements to construct quantum…

Quantum Physics · Physics 2021-04-20 Jianhao M. Yang

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…

Machine Learning · Statistics 2025-10-21 Kyuseong Choi , Jacob Feitelberg , Caleb Chin , Anish Agarwal , Raaz Dwivedi

This paper presents a novel feature of the kernel-based system identification method. We prove that the regularized kernel-based approach for the estimation of a finite impulse response is equivalent to a robust least-squares problem with a…

Optimization and Control · Mathematics 2021-05-27 Mohammad Khosravi , Roy S. Smith

This paper presents new quadrature rules for functions in a reproducing kernel Hilbert space using nodes drawn by a sampling algorithm known as randomly pivoted Cholesky. The resulting computational procedure compares favorably to previous…

Numerical Analysis · Mathematics 2023-12-08 Ethan N. Epperly , Elvira Moreno

The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…

Medical Physics · Physics 2007-05-23 N. Marwan , N. Wessel , U. Meyerfeldt , A. Schirdewan , J. Kurths

We introduce a data-based approach to estimating key quantities which arise in the study of nonlinear control systems and random nonlinear dynamical systems. Our approach hinges on the observation that much of the existing linear theory may…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection…

Statistical Finance · Quantitative Finance 2021-12-28 Nick James , Max Menzies

For dynamical systems with a non hyperbolic equilibrium, it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system…

Numerical Analysis · Mathematics 2021-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

A number of applications in engineering, social sciences, physics, and biology involve inference over networks. In this context, graph signals are widely encountered as descriptors of vertex attributes or features in graph-structured data.…

Machine Learning · Statistics 2016-12-21 Daniel Romero , Meng Ma , Georgios B. Giannakis

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Statistics Theory · Mathematics 2022-10-18 Zhen Huang , Bodhisattva Sen

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

Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models. We develop the limit theory for a kernel-based specification test of a…

Econometrics · Economics 2023-05-30 Sid Kankanala , Victoria Zinde-Walsh

Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do…

Methodology · Statistics 2023-11-21 Hoseung Song , Hao Chen

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…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

Regularized empirical risk minimization using kernels and their corresponding reproducing kernel Hilbert spaces (RKHSs) plays an important role in machine learning. However, the actually used kernel often depends on one or on a few…

Machine Learning · Statistics 2017-09-25 Andreas Christmann , Daohong Xiang , Ding-Xuan Zhou

We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…

Machine Learning · Statistics 2026-03-17 Xing Liu , Axel Gandy

Surrogate-assistance approaches have long been used in computationally expensive domains to improve the data-efficiency of optimization algorithms. Neuroevolution, however, has so far resisted the application of these techniques because it…

Neural and Evolutionary Computing · Computer Science 2018-04-18 Adam Gaier , Alexander Asteroth , Jean-Baptiste Mouret