English
Related papers

Related papers: Kernel Methods for Regression in Continuous Time o…

200 papers

This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…

Econometrics · Economics 2023-02-13 Zhewen Pan

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…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin

We study the generation of prediction intervals in regression for uncertainty quantification. This task can be formalized as an empirical constrained optimization problem that minimizes the average interval width while maintaining the…

Machine Learning · Statistics 2021-03-01 Haoxian Chen , Ziyi Huang , Henry Lam , Huajie Qian , Haofeng Zhang

Kernel methods are widely used in machine learning, especially for classification problems. However, the theoretical analysis of kernel classification is still limited. This paper investigates the statistical performances of kernel…

Statistics Theory · Mathematics 2024-02-05 Jianfa Lai , Zhifan Li , Dongming Huang , Qian Lin

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…

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision…

Machine Learning · Computer Science 2024-06-24 Sattar Vakili

We develop a rigorous framework for extending neural operators to handle out-of-distribution input functions. We leverage kernel approximation techniques and provide theory for characterizing the input-output function spaces in terms of…

Machine Learning · Computer Science 2026-03-05 Blaine Quackenbush , Paul J. Atzberger

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…

Machine Learning · Statistics 2024-10-21 Weichun Xia , Jiaxin Jiang , Lei Shi

We present the first optimal rates for infinite-dimensional vector-valued ridge regression on a continuous scale of norms that interpolate between $L_2$ and the hypothesis space, which we consider as a vector-valued reproducing kernel…

Machine Learning · Statistics 2024-08-07 Zhu Li , Dimitri Meunier , Mattes Mollenhauer , Arthur Gretton

We propose a natural intrinsic extension of ridge regression from Euclidean spaces to general Riemannian manifolds for time-series prediction. Our approach combines Riemannian least-squares fitting via B\'ezier curves, empirical covariance…

Differential Geometry · Mathematics 2025-11-20 Esfandiar Nava-Yazdani

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

We introduce a framework for performing regression between two Hilbert spaces. This is done based on Kirszbraun's extension theorem, to the best of our knowledge, the first application of this technique to supervised learning. We analyze…

Machine Learning · Computer Science 2022-03-10 Hanan Zaichyk , Armin Biess , Aryeh Kontorovich , Yury Makarychev

We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…

Econometrics · Economics 2021-11-23 Majed Dodin

We propose a nonlinear function-on-function regression model where both the covariate and the response are random functions. The nonlinear regression is carried out in two steps: we first construct Hilbert spaces to accommodate the…

Methodology · Statistics 2022-07-19 Peijun Sang , Bing Li

Numerical continuation in the context of optimization can be used to mitigate convergence issues due to a poor initial guess. In this work, we extend this idea to Riemannian optimization problems, that is, the minimization of a target…

Optimization and Control · Mathematics 2023-05-30 Axel Séguin , Daniel Kressner

We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as…

Methodology · Statistics 2010-08-13 Gilles Blanchard , Nicole Kraemer