Related papers: FKreg: A MATLAB toolbox for fast Multivariate Kern…
Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…
To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…
This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…
Accurate and efficient environment representation is crucial for robotic applications such as motion planning, manipulation, and navigation. Signed distance functions (SDFs) have emerged as a powerful representation for encoding distance to…
In the era of foundation models, fine-tuning pre-trained models for specific downstream tasks has become crucial. This drives the need for robust fine-tuning methods to address challenges such as model overfitting and sparse labeling.…
In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the…
Kernel-based reinforcement learning (KBRL) stands out among reinforcement learning algorithms for its strong theoretical guarantees. By casting the learning problem as a local kernel approximation, KBRL provides a way of computing a…
Kernel Estimation is one of the most widely used estimation methods in non-parametric Statistics, having a wide-range of applications, including spot volatility estimation of stochastic processes. The selection of bandwidth and kernel…
Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…
It is demonstrated that non-constant kernel solution, that can fit the spatial variations of the kernel can be obtained with minimum computing time. The CPU cost required with this new extension of the image subtraction method is almost the…
Theoretical interpretations of particle physics data, such as the determination of the Wilson coefficients of the Standard Model Effective Field Theory (SMEFT), often involve the inference of multiple parameters from a global dataset.…
This paper concerns the fast evaluation of the matvec $g=Kf$ for $K\in \mathbb{C}^{N\times N}$, which is the discretization of the oscillatory integral transform $g(x) = \int K(x,\xi) f(\xi)d\xi$ with a kernel function…
Stochastic gradient-boosted decision trees are widely employed for multivariate classification and regression tasks. This paper presents a speed-optimized and cache-friendly implementation for multivariate classification called FastBDT.…
Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally…
We propose a flexible nonparametric regression method for ultrahigh-dimensional data. As a first step, we propose a fast screening method based on the favored smoothing bandwidth of the marginal local constant regression. Then, an iterative…
Face Recognition (FR) has been the interest to several researchers over the past few decades due to its passive nature of biometric authentication. Despite high accuracy achieved by face recognition algorithms under controlled conditions,…
We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…
Let $(X_1,\ldots,X_n)$ be an i.i.d. sequence of random variables in $\mathbb{R}^d$, $d\geq 1$. We show that, for any function $\varphi :\mathbb{R}^d\rightarrow\mathbb{R}$, under regularity conditions, \[n^…
Feature Transformation is crucial for classic machine learning that aims to generate feature combinations to enhance the performance of downstream tasks from a data-centric perspective. Current methodologies, such as manual expert-driven…
In the spatial point process context, kernel intensity estimation has been mainly restricted to exploratory analysis due to its lack of consistency. Different methods have been analysed to overcome this problem, and the inclusion of…