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We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional nature of FAR processes, the existing literature addresses its…

Methodology · Statistics 2020-12-01 Daren Wang , Zifeng Zhao , Rebecca Willett , Chun Yip Yau

We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…

Numerical Analysis · Mathematics 2024-12-12 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

We develop methodology for testing hypotheses regarding the slope function in functional linear regression for time series via a reproducing kernel Hilbert space approach. In contrast to most of the literature, which considers tests for the…

Statistics Theory · Mathematics 2022-02-17 Holger Dette , Jiajun Tang

We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their…

Statistics Theory · Mathematics 2015-01-28 Zoltan Szabo , Arthur Gretton , Barnabas Poczos , Bharath Sriperumbudur

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…

Machine Learning · Computer Science 2025-08-18 Zhan Yu , Zhongjie Shi , Ding-Xuan Zhou

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…

Computation · Statistics 2026-05-19 Edoardo Bandoni , Christian Robert , Julien Stoehr

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

Learning with Reproducing Kernel Hilbert Spaces (RKHS) has been widely used in many scientific disciplines. Because a RKHS can be very flexible, it is common to impose a regularization term in the optimization to prevent overfitting.…

Methodology · Statistics 2017-06-06 Jingxiang Chen , Chong Zhang , Michael R. Kosorok , Yufeng Liu

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Machine Learning · Statistics 2024-03-08 Weichun Xia , Lei Shi

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Mohammad Khosravi , Roy S. Smith

We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…

Optimization and Control · Mathematics 2021-06-28 Jia-Jie Zhu , Wittawat Jitkrittum , Moritz Diehl , Bernhard Schölkopf

The empirical success of deep convolutional networks on tasks involving high-dimensional data such as images or audio suggests that they can efficiently approximate certain functions that are well-suited for such tasks. In this paper, we…

Machine Learning · Statistics 2022-03-22 Alberto Bietti

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various…

Machine Learning · Statistics 2019-05-15 Alberto Bietti , Grégoire Mialon , Dexiong Chen , Julien Mairal

We consider the problem of estimating the support of a measure from a finite, independent, sample. The estimators which are considered are constructed based on the empirical Christoffel function. Such estimators have been proposed for the…

Statistics Theory · Mathematics 2020-05-20 Mai Trang Vu , François Bachoc , Edouard Pauwels