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Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…
Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…
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…
Calibrated probabilistic classifiers are models whose predicted probabilities can directly be interpreted as uncertainty estimates. It has been shown recently that deep neural networks are poorly calibrated and tend to output overconfident…
Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the model's prediction. We propose an uncertainty-aware deep kernel learning model which permits the…
We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…
While balancing covariates between groups is central for observational causal inference, selecting which features to balance remains a challenging problem. Kernel balancing is a promising approach that first estimates a kernel that captures…
We consider inference procedures, conditional on an observed ancillary statistic, for regression coefficients under a linear regression setup where the unknown error distribution is specified nonparametrically. We establish conditional…
In this paper, we address the problem of bounding conditional expectations when moment information of the underlying distribution and the random event conditioned upon are given. To this end, we propose an adapted version of the generalized…
We consider local kernel metric learning for off-policy evaluation (OPE) of deterministic policies in contextual bandits with continuous action spaces. Our work is motivated by practical scenarios where the target policy needs to be…
We consider the problem of constructing bounds on the average treatment effect (ATE) when unmeasured confounders exist but have bounded influence. Specifically, we assume that omitted confounders could not change the odds of treatment for…
We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…
In causal inference, treatment effects are typically estimated under the ignorability, or unconfoundedness, assumption, which is often unrealistic in observational data. By relaxing this assumption and conducting a sensitivity analysis, we…
For the conditional mean function of panel count model with time-varying coefficients, we propose to use local kernel regression method for estimation. Partial log-likelihood with local polynomial is formed for estimation. Under some…
Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have…
We develop a methodology for conducting inference on extreme quantiles of unobserved individual heterogeneity (e.g., heterogeneous coefficients, treatment effects) in panel data and meta-analysis settings. Inference is challenging in such…
Estimating the kernel mean in a reproducing kernel Hilbert space is a critical component in many kernel learning algorithms. Given a finite sample, the standard estimate of the target kernel mean is the empirical average. Previous works…
Policy inference plays an essential role in the contextual bandit problem. In this paper, we use empirical likelihood to develop a Bayesian inference method for the joint analysis of multiple contextual bandit policies in finite sample…
We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…
Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…