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Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

In this paper, we propose an extension to an existing algorithm (instance-MIR) which tackles the multiple instance regression (MIR) problem, also known as distribution regression. The MIR setting arises when the data is a collection of…

Machine Learning · Statistics 2019-08-20 Thomas Uriot

The training-conditional coverage performance of the conformal prediction is known to be empirically sound. Recently, there have been efforts to support this observation with theoretical guarantees. The training-conditional coverage bounds…

Machine Learning · Statistics 2024-04-23 Mehrdad Pournaderi , Yu Xiang

Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the accuracy in nonlinear and non-Gaussian settings, we extend this…

Statistics Theory · Mathematics 2024-09-04 L. Wang , N. Nüsken

Conditional density estimation (CDE) goes beyond regression by modeling the full conditional distribution, providing a richer understanding of the data than just the conditional mean in regression. This makes CDE particularly useful in…

Machine Learning · Computer Science 2024-10-16 Lincen Yang , Matthijs van Leeuwen

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and…

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Methodology · Statistics 2020-06-15 Raif M. Rustamov , James T. Klosowski

Quantum machine learning models have been gaining significant traction within atomistic simulation communities. Conventionally, relative model performances are being assessed and compared using learning curves (prediction error vs. training…

Data Analysis, Statistics and Probability · Physics 2020-09-29 Pascal Pernot , Bing Huang , Andreas Savin

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

Recent research in the theory of overparametrized learning has sought to establish generalization guarantees in the interpolating regime. Such results have been established for a few common classes of methods, but so far not for ensemble…

Machine Learning · Statistics 2022-05-20 Yutong Wang , Clayton D. Scott

A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…

Machine Learning · Statistics 2020-06-15 Yohan Jung , Kyungwoo Song , Jinkyoo Park

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…

Machine Learning · Statistics 2015-01-27 Yun Yang , Mert Pilanci , Martin J. Wainwright

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 presents a convergence analysis of kernel-based quadrature rules in misspecified settings, focusing on deterministic quadrature in Sobolev spaces. In particular, we deal with misspecified settings where a test integrand is less…

Numerical Analysis · Mathematics 2018-10-31 Motonobu Kanagawa , Bharath K. Sriperumbudur , Kenji Fukumizu

Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals with the estimation of RC-densities conditional on a…

Econometrics · Economics 2022-01-21 Stephan Martin

We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…

Methodology · Statistics 2017-03-01 Nathan Kallus

Conditional probabilities are a core concept in machine learning. For example, optimal prediction of a label $Y$ given an input $X$ corresponds to maximizing the conditional probability of $Y$ given $X$. A common approach to inference tasks…

Machine Learning · Computer Science 2017-08-09 Yoav Wald , Amir Globerson