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We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…

Machine Learning · Statistics 2025-03-11 Gilles Blanchard , Jean-Baptiste Fermanian , Hannah Marienwald

The reproducing kernel Hilbert space (RKHS) embedding of distributions offers a general and flexible framework for testing problems in arbitrary domains and has attracted considerable amount of attention in recent years. To gain insights…

Machine Learning · Statistics 2017-09-26 Krishnakumar Balasubramanian , Tong Li , Ming Yuan

In computer experiments, it has become a standard practice to select the inputs that spread out as uniformly as possible over the design space. The resulting designs are called space-filling designs and they are undoubtedly desirable…

Methodology · Statistics 2025-05-06 Guangzhou Chen , Yuanzhen He , C. Devon Lin , Fasheng Sun

By removing irrelevant and redundant features, feature selection aims to find a good representation of the original features. With the prevalence of unlabeled data, unsupervised feature selection has been proven effective in alleviating the…

Machine Learning · Computer Science 2024-03-25 Ziyuan Lin , Deanna Needell

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

The selection of a validation basis from a full dataset is often required in industrial use of supervised machine learning algorithm. This validation basis will serve to realize an independent evaluation of the machine learning model. To…

Machine Learning · Statistics 2021-04-30 Bertrand Iooss

Deep clustering, a method for partitioning complex, high-dimensional data using deep neural networks, presents unique evaluation challenges. Traditional clustering validation measures, designed for low-dimensional spaces, are problematic…

Machine Learning · Statistics 2024-03-25 Zeya Wang , Chenglong Ye

Assertions have been the de facto collateral for simulation-based and formal verification of hardware designs for over a decade. The quality of hardware verification, \ie, detection and diagnosis of corner-case design bugs, is critically…

Software Engineering · Computer Science 2025-03-03 Vaishnavi Pulavarthi , Deeksha Nandal , Soham Dan , Debjit Pal

Pre-validation is a way to build prediction model with two datasets of significantly different feature dimensions. Previous work showed that the asymptotic distribution of the resulting test statistic for the pre-validated predictor…

Methodology · Statistics 2025-05-23 Jing Shang , Sourav Chatterjee , Trevor Hastie , Robert Tibshirani

Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained from different, possibly data-driven, bandwidths. The method…

Statistics Theory · Mathematics 2019-11-05 O. Chernova , F. Lavancier , P. Rochet

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

Cross-validation is the standard approach for tuning parameter selection in many non-parametric regression problems. However its use is less common in change-point regression, perhaps as its prediction error-based criterion may appear to…

Methodology · Statistics 2024-02-13 Florian Pein , Rajen D. Shah

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

Motivated by the need for the rigorous analysis of the numerical stability of variational least-squares kernel-based methods for solving second-order elliptic partial differential equations, we provide previously lacking stability…

Numerical Analysis · Mathematics 2024-12-17 Meng Chen , Leevan Ling , Dongfang Yun

This paper develops new insights into quantitative methods for the validation of computational model prediction. Four types of methods are investigated, namely classical and Bayesian hypothesis testing, a reliability-based method, and an…

Data Analysis, Statistics and Probability · Physics 2012-06-25 You Ling , Sankaran Mahadevan

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

In the field of modeling, the word validation refers to simple comparisons between model outputs and experimental data. Usually, this comparison constitutes plotting the model results against data on the same axes to provide a visual…

Applications · Statistics 2021-06-11 Farid Mohammadi

This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…

Optimization and Control · Mathematics 2015-03-19 Mickaël Binois , David Ginsbourger , Olivier Roustant

Recent advances in machine learning make it possible to design efficient prediction algorithms for data sets with huge numbers of parameters. This paper describes a new technique for "hedging" the predictions output by many such algorithms,…

Machine Learning · Computer Science 2011-11-22 Alexander Gammerman , Vladimir Vovk

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut