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Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

Numerical Analysis · Mathematics 2025-09-09 Bowen Gao , Yuxin Ma , Meiyue Shao

Despite the significance of probabilistic time-series forecasting models, their evaluation metrics often involve intractable integrations. The most widely used metric, the continuous ranked probability score (CRPS), is a strictly proper…

Machine Learning · Statistics 2025-07-25 Masaki Adachi , Masahiro Fujisawa , Michael A Osborne

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference…

Machine Learning · Statistics 2016-02-26 Krikamol Muandet , Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Bernhard Schölkopf

A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…

Methodology · Statistics 2025-07-21 Mirko Armillotta

Multiple Kernel Learning (MKL) models combine several kernels in supervised and unsupervised settings to integrate multiple data representations or sources, each represented by a different kernel. MKL seeks an optimal linear combination of…

Machine Learning · Computer Science 2025-12-15 Janaina Mourão-Miranda , Zakria Hussain , Konstantinos Tsirlis , Christophe Phillips , John Shawe-Taylor

Restricted kernel machines (RKMs) have considerably improved generalization in machine learning. Recent advancements explored various techniques within the RKM framework, integrating kernel functions with least squares support vector…

Machine Learning · Computer Science 2025-12-15 A. Quadir , M. Tanveer

This paper presents a stochastic behavior analysis of a kernel-based stochastic restricted-gradient descent method. The restricted gradient gives a steepest ascent direction within the so-called dictionary subspace. The analysis provides…

Machine Learning · Computer Science 2014-10-15 Masa-aki Takizawa , Masahiro Yukawa , Cedric Richard

In this paper, we study the asymptotic properties of regularized least squares with indefinite kernels in reproducing kernel Krein spaces (RKKS). By introducing a bounded hyper-sphere constraint to such non-convex regularized risk…

Machine Learning · Statistics 2020-11-26 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

This paper presents a novel feature of the kernel-based system identification method. We prove that the regularized kernel-based approach for the estimation of a finite impulse response is equivalent to a robust least-squares problem with a…

Optimization and Control · Mathematics 2021-05-27 Mohammad Khosravi , Roy S. Smith

In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…

Information Theory · Computer Science 2023-12-12 Shuyang Jiang , Kung Yao

This letter generalizes the Graph Signal Recovery (GSR) problem in Graph Signal Processing (GSP) to the Quaternion domain. It extends the Quaternion Least Mean Square (QLMS) in adaptive filtering literature, and Graph LMS (GLMS) algorithm…

Signal Processing · Electrical Eng. & Systems 2025-09-24 Hamideh-Sadat Fazael-Ardekani , Hadi Zayyani , Hamid Soltanian-Zadeh

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

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

We present a new optimization method for small-to-intermediate scale variational algorithms on noisy near-term quantum processors which uses a Gaussian process surrogate model equipped with a classically-evaluated quantum kernel.…

Quantum Physics · Physics 2023-08-16 Alistair W. R. Smith , A. J. Paige , M. S. Kim

The present paper proposes generalized Gaussian kernel adaptive filtering, where the kernel parameters are adaptive and data-driven. The Gaussian kernel is parametrized by a center vector and a symmetric positive definite (SPD) precision…

Machine Learning · Computer Science 2021-05-20 Tomoya Wada , Kosuke Fukumori , Toshihisa Tanaka , Simone Fiori

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…

Computation · Statistics 2020-07-15 Fan Yin , Carter T. Butts

In the accompanying paper of arXiv:2505.00697, we have presented a generalized scheme of adaptive quantum gradient estimation (QGE) algorithm, and further proposed two practical variants which not only achieve doubly quantum enhancement in…

Quantum Physics · Physics 2025-05-05 Yuki Koizumi , Kaito Wada , Wataru Mizukami , Nobuyuki Yoshioka

Kernel logistic regression (KLR) is a widely used supervised learning method for binary and multi-class classification, which provides estimates of the conditional probabilities of class membership for the data points. Unlike other kernel…

Machine Learning · Computer Science 2025-12-23 Antonio Consolo , Andrea Manno , Edoardo Amaldi

Efficient and accurate low-rank approximations of multiple data sources are essential in the era of big data. The scaling of kernel-based learning algorithms to large datasets is limited by the O(n^2) computation and storage complexity of…

Machine Learning · Computer Science 2020-12-10 Martin Stražar , Tomaž Curk

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang