Related papers: Multi-kernel Correntropy Regression: Robustness, O…
This paper presents an intuitive application of multivariate kernel density estimation (KDE) for data correction. The method utilizes the expected value of the conditional probability density function (PDF) and a credible interval to…
Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…
Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…
We consider the problem of robust estimation involving filtering and smoothing for nonlinear state space models which are disturbed by heavy-tailed impulsive noises. To deal with heavy-tailed noises and improve the robustness of the…
This paper proposes a robust adaptive algorithm for smooth graph signal recovery which is based on generalized correntropy. A proper cost function is defined for this purpose. The proposed algorithm is derived and a kernel width…
Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…
In stochastic control applications, typically only an ideal model (controlled transition kernel) is assumed and the control design is based on the given model, raising the problem of performance loss due to the mismatch between the assumed…
Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…
This paper provides a unifying view of optimal kernel hypothesis testing across the MMD two-sample, HSIC independence, and KSD goodness-of-fit frameworks. Minimax optimal separation rates in the kernel and $L^2$ metrics are presented, with…
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…
This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…
Centered kernel alignment (CKA) is a popular metric for comparing representations, determining equivalence of networks, and neuroscience research. However, CKA does not account for the underlying manifold and relies on numerous heuristics…
Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that…
In the recent past, automatic selection or combination of kernels (or features) based on multiple kernel learning (MKL) approaches has been receiving significant attention from various research communities. Though MKL has been extensively…
Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…
This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…
Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing…
We present tight lower bounds on the number of kernel evaluations required to approximately solve kernel ridge regression (KRR) and kernel $k$-means clustering (KKMC) on $n$ input points. For KRR, our bound for relative error approximation…
Robustness to bit errors is a key requirement for the reliable use of neural networks (NNs) on emerging approximate computing platforms and error-prone memory technologies. A common approach to achieve bit error tolerance in NNs is…
The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume…