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We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

Machine Learning · Computer Science 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

We construct a family of estimators for a regression function based on a sample following a qdistribution. Our approach is nonparametric, using kernel methods built from operations that leverage the properties of q-calculus. Furthermore,…

Statistics Theory · Mathematics 2025-03-11 Emmanuel De Dieu Nkou , Fridolin Melong

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

Statistics Theory · Mathematics 2008-02-21 Zohra Guessoum , Elias Ould-Saïd

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin

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

We describe an approximate statistical model for the sample variance distribution of the non-linear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate…

Kernel expansions are a topic of considerable interest in machine learning, also because of their relation to the so-called feature maps introduced in machine learning. Properties of the associated basis functions and weights (corresponding…

Machine Learning · Computer Science 2024-10-03 Mauro Bisiacco , Gianluigi Pillonetto

We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are…

Econometrics · Economics 2021-09-06 Wei Huang , Oliver Linton , Zheng Zhang

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

We propose a novel framework of the model specification test in regression using unlabeled test data. In many cases, we have conducted statistical inferences based on the assumption that we can correctly specify a model. However, it is…

Methodology · Statistics 2020-02-25 Masahiro Kato , Hikaru Kawarazaki

We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…

Machine Learning · Statistics 2026-03-09 Yang Sui , Jin Zhou , Hua Zhou , Xiaowu Dai

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…

Statistics Theory · Mathematics 2022-07-05 Yuliana Linke , Igor Borisov , Pavel Ruzankin , Vladimir Kutsenko , Elena Yarovaya , Svetlana Shalnova

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed.…

Machine Learning · Statistics 2008-12-18 Zaid Harchaoui , Francis Bach , Eric Moulines

Evaluation and validation of complicated control systems are crucial to guarantee usability and safety. Usually, failure happens in some very rarely encountered situations, but once triggered, the consequence is disastrous. Accelerated…

Machine Learning · Computer Science 2017-10-03 Zhiyuan Huang , Yaohui Guo , Henry Lam , Ding Zhao

In this article, basing on NQD samples, we investigate the fixed design nonparametric regression model, where the errors are pairwise NQD random errors, with fixed design points, and an unknown function. Nonparametric weighted estimator…

Statistics Theory · Mathematics 2013-12-04 Jian-hua Shi , Xiao-ping Chen , Yong Zhou

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

Kernel methods are ubiquitous tools in machine learning. However, there is often little reason for the common practice of selecting a kernel a priori. Even if a universal approximating kernel is selected, the quality of the finite sample…

Machine Learning · Statistics 2018-01-31 Junier Oliva , Avinava Dubey , Andrew G. Wilson , Barnabas Poczos , Jeff Schneider , Eric P. Xing

The role of kernels is central to machine learning. Motivated by the importance of power-law distributions in statistical modeling, in this paper, we propose the notion of power-law kernels to investigate power-laws in learning problem. We…

Machine Learning · Computer Science 2013-04-02 Debarghya Ghoshdastidar , Ambedkar Dukkipati

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim