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Accurate quantification of uncertainty is crucial for real-world applications of machine learning. However, modern deep neural networks still produce unreliable predictive uncertainty, often yielding over-confident predictions. In this…

Machine Learning · Computer Science 2020-10-29 Peng Cui , Wenbo Hu , Jun Zhu

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a…

Machine Learning · Statistics 2014-12-16 Somayeh Danafar , Kenji Fukumizu , Faustino Gomez

We provide new general kernel selection rules thanks to penalized least-squares criteria. We derive optimal oracle inequalities using adequate concentration tools. We also investigate the problem of minimal penalty as described in [BM07].

Statistics Theory · Mathematics 2015-11-09 M Lerasle , N Magalhães , P Reynaud-Bouret

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

Kernel $k$-means clustering is a powerful tool for unsupervised learning of non-linearly separable data. Since the earliest attempts, researchers have noted that such algorithms often become trapped by local minima arising from…

Machine Learning · Statistics 2020-11-13 Debolina Paul , Saptarshi Chakraborty , Swagatam Das , Jason Xu

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

We consider a size-structured population describing the cell divisions. The cell population is described by an empirical measure and we observe the divisions in the continuous time interval [0, T ]. We address here the problem of estimating…

Statistics Theory · Mathematics 2016-05-20 Van Ha Hoang

Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…

Machine Learning · Computer Science 2017-08-08 Zhengchu Guo , Lei Shi , Qiang Wu

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…

Machine Learning · Computer Science 2021-01-11 Junhyung Park , Krikamol Muandet

Kernel-based K-means clustering has gained popularity due to its simplicity and the power of its implicit non-linear representation of the data. A dominant concern is the memory requirement since memory scales as the square of the number of…

Machine Learning · Statistics 2016-12-05 Farhad Pourkamali-Anaraki , Stephen Becker

We generalize a method for proving uniform in bandwidth consistency results for kernel type estimators developed by the two last named authors. Such results are shown to be useful in establishing consistency of local polynomial estimators…

Statistics Theory · Mathematics 2007-06-13 Julia Dony , Uwe Einmahl , David M. Mason

Recent developments in system identification have brought attention to regularized kernel-based methods, where, adopting the recently introduced stable spline kernel, prior information on the unknown process is enforced. This reduces the…

Systems and Control · Computer Science 2016-05-20 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

Motivated by applications, we consider here new operator theoretic approaches to Conditional mean embeddings (CME). Our present results combine a spectral analysis-based optimization scheme with the use of kernels, stochastic processes, and…

Machine Learning · Computer Science 2023-05-16 Palle E. T. Jorgensen , Myung-Sin Song , James Tian

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

Machine Learning · Statistics 2026-04-21 Othmane Aboussaad , Adam Miraoui , Boumediene Hamzi , Houman Owhadi

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Econometrics · Economics 2026-01-26 Mikihito Nishi

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon

Quantum kernel methods are a candidate for quantum speed-ups in supervised machine learning. The number of quantum measurements N required for a reasonable kernel estimate is a critical resource, both from complexity considerations and…

Quantum Physics · Physics 2024-01-02 Abhay Shastry , Abhijith Jayakumar , Apoorva Patel , Chiranjib Bhattacharyya

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong