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In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classification as it determines…

Machine Learning · Statistics 2022-06-22 Ambrus Tamás , Balázs Csanád Csáji

Functional covariates are common in many medical, biodemographic, and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study…

Methodology · Statistics 2016-01-28 Simeng Qu , Jane-Ling Wang , Xiao Wang

Motivated by the need of processing functional-valued data, or more general, operatorvalued data, we introduce the notion of the operator reproducing kernel Hilbert space (ORKHS). This space admits a unique operator reproducing kernel which…

Functional Analysis · Mathematics 2016-10-23 Rui Wang , Yuesheng Xu

Variable selection is central to high-dimensional data analysis, and various algorithms have been developed. Ideally, a variable selection algorithm shall be flexible, scalable, and with theoretical guarantee, yet most existing algorithms…

Machine Learning · Statistics 2021-02-04 Xin He , Junhui Wang , Shaogao Lv

We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation error if the data are collected from long-term ergodic…

Dynamical Systems · Mathematics 2023-12-20 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz , Feliks Nüske

Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…

Statistics Theory · Mathematics 2021-03-01 David A. Hirshberg , Arian Maleki , Jose R. Zubizarreta

It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…

Optimization and Control · Mathematics 2022-10-14 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…

Statistics Theory · Mathematics 2016-11-30 Giacomo Aletti , Caterina May , Chiara Tommasi

The main ideas behind the classical multivariate logistic regression model make sense when translated to the functional setting, where the explanatory variable $X$ is a function and the response $Y$ is binary. However, some important…

Statistics Theory · Mathematics 2021-07-14 Beatriz Bueno-Larraz , José R. Berrendero , Antonio Cuevas

We consider expected risk minimization problems when the range of the estimator is required to be nonnegative, motivated by the settings of maximum likelihood estimation (MLE) and trajectory optimization. To facilitate nonlinear…

Machine Learning · Statistics 2022-05-05 Abhishek Chakraborty , Ketan Rajawat , Alec Koppel

Kernel maximum moment restriction (KMMR) recently emerges as a popular framework for instrumental variable (IV) based conditional moment restriction (CMR) models with important applications in conditional moment (CM) testing and parameter…

Machine Learning · Computer Science 2021-06-08 Rui Zhang , Krikamol Muandet , Bernhard Schölkopf , Masaaki Imaizumi

A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…

We present a general nonlinear Bayesian filter for high-dimensional state estimation using the theory of reproducing kernel Hilbert space (RKHS). Applying kernel method and the representer theorem to perform linear quadratic estimation in a…

Signal Processing · Electrical Eng. & Systems 2019-11-26 Kan Li , Jose C. Principe

Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models…

Methodology · Statistics 2014-05-09 Javier González , Ivan Vujačić , Ernst Wit

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

The fields of signal processing and information theory have evolved with the goal of developing formulations to extract intrinsic information from limited amount of data. When one considers the modeling of unpredictably varying processes…

Signal Processing · Electrical Eng. & Systems 2019-05-07 Rishabh Singh , Jose C. Principe

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

This paper develops an interpretable, non-intrusive reduced-order modeling technique using regularized kernel interpolation. Existing non-intrusive approaches approximate the dynamics of a reduced-order model (ROM) by solving a data-driven…

Computational Engineering, Finance, and Science · Computer Science 2026-01-26 Alejandro N Diaz , Shane A McQuarrie , John T Tencer , Patrick J Blonigan

This paper presents a novel Koopman composition operator representation framework for control systems in reproducing kernel Hilbert spaces (RKHSs) that is free of explicit dictionary or input parametrizations. By establishing fundamental…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Petar Bevanda , Bas Driessen , Lucian Cristian Iacob , Stefan Sosnowski , Roland Tóth , Sandra Hirche

This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…

Dynamical Systems · Mathematics 2022-09-09 Nathan Powell , Jia Guo , Sai Tej Parachuri , John Burns , Boone Estes , Andrew Kurdila