Related papers: Spectral Regularized Kernel Goodness-of-Fit Tests
In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper…
We propose a method to optimize the representation and distinguishability of samples from two probability distributions, by maximizing the estimated power of a statistical test based on the maximum mean discrepancy (MMD). This optimized MMD…
Independent component (IC) models are a standard tool for representing multivariate data in statistics, signal processing, and machine learning. Despite the extensive use of IC models, much less attention has been given to goodness-of-fit…
Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data. Univariate Goodness of Fit procedures…
We present a study of a kernel-based two-sample test statistic related to the Maximum Mean Discrepancy (MMD) in the manifold data setting, assuming that high-dimensional observations are close to a low-dimensional manifold. We characterize…
We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific…
We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…
Existing large-dimensional theory for spectral algorithms resolves either the optimally tuned point or the interpolation limit, but leaves the under-regularized regime unexplored. We study the learning curve and benign overfitting of…
In this paper, we bound the error induced by using a weighted skeletonization of two data sets for computing a two sample test with kernel maximum mean discrepancy. The error is quantified in terms of the speed in which heat diffuses from…
Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…
``Benign overfitting'', the ability of certain algorithms to interpolate noisy training data and yet perform well out-of-sample, has been a topic of considerable recent interest. We show, using a fixed design setup, that an important class…
The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses…
In this work, we investigate the generalization properties of random feature methods. Our analysis extends prior results for Tikhonov regularization to a broad class of spectral regularization techniques and further generalizes the setting…
The characterization of covariate effects on model parameters is a crucial step during pharmacokinetic/pharmacodynamic analyses. While covariate selection criteria have been studied extensively, the choice of the functional relationship…
In this work we consider the problem of finding optimal regularization parameters for general-form Tikhonov regularization using training data. We formulate the general-form Tikhonov solution as a spectral filtered solution using the…
This paper establishes error bounds for the convergence of a piecewise linear approximation of the constrained optimal smoothing problem posed in a reproducing kernel Hilbert space (RKHS). This problem can be reformulated as a Bayesian…
It is by now well-established that modern over-parameterized models seem to elude the bias-variance tradeoff and generalize well despite overfitting noise. Many recent works attempt to analyze this phenomenon in the relatively tractable…
Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…
Understanding the spectral properties of kernels offers a principled perspective on generalization and representation quality. While deep models achieve state-of-the-art accuracy in molecular property prediction, kernel methods remain…
Labeling medical images is a major bottleneck in the field of medical imaging, as it requires domain-specific expertise, and it gets further complicated due to variability across different medical centers and different imaging devices. Such…