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We consider the problem of function estimation by a multi-agent system comprising of two agents and a fusion center. Each agent receives data comprising of samples of an independent variable (input) and the corresponding values of the…

Systems and Control · Electrical Eng. & Systems 2024-01-09 Aneesh Raghavan , Karl Henrik Johansson

In $\mathbb R^d$, it is well-known that cumulants provide an alternative to moments that can achieve the same goals with numerous benefits such as lower variance estimators. In this paper we extend cumulants to reproducing kernel Hilbert…

Machine Learning · Statistics 2023-10-31 Patric Bonnier , Harald Oberhauser , Zoltán Szabó

We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when…

Methodology · Statistics 2025-01-29 Chi Zhang , Peijun Sang , Yingli Qin

We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…

Numerical Analysis · Mathematics 2015-11-23 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer

We consider the problem of on-line prediction of real-valued labels, assumed bounded in absolute value by a known constant, of new objects from known labeled objects. The prediction algorithm's performance is measured by the squared…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. These versions of Hilbert's metric originate from cones which…

Probability · Mathematics 2025-02-21 Stephan Eckstein

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li

We propose a new data-driven approach for learning the fundamental solutions (Green's functions) of various linear partial differential equations (PDEs) given sample pairs of input-output functions. Building off the theory of functional…

Statistics Theory · Mathematics 2023-04-11 George Stepaniants

In this paper, we extend the correspondence between Bayesian estimation and optimal smoothing in a Reproducing Kernel Hilbert Space (RKHS) adding a convexe constraints on the solution. Through a sequence of approximating Hilbertian spaces…

Numerical Analysis · Mathematics 2021-07-13 X Bay , Laurence Grammont

Kernel Adaptive Filtering (KAF) are mathematically principled methods which search for a function in a Reproducing Kernel Hilbert Space. While they work well for tasks such as time series prediction and system identification they are…

Machine Learning · Computer Science 2023-12-20 Benjamin Colburn , Jose C. Principe , Luis G. Sanchez Giraldo

This manuscript presents an algorithm for obtaining an approximation of a nonlinear high order control affine dynamical system. Controlled trajectories of the system are leveraged as the central unit of information via embedding them in…

Optimization and Control · Mathematics 2026-01-23 Moad Abudia , Tejasvi Channagiri , Joel A. Rosenfeld , Rushikesh Kamalapurkar

High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…

Methodology · Statistics 2025-11-06 Xingche Guo , Yehua Li , Tailen Hsing

We study online regression with the square loss in a reproducing kernel Hilbert space under a dynamic regret criterion. The learner is compared with a time-varying comparator sequence, and the bounds depend on its path length in the RKHS…

Machine Learning · Computer Science 2026-04-29 Dmitry B. Rokhlin , Georgiy A. Karapetyants

Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…

Machine Learning · Computer Science 2021-10-01 Sandesh Ghimire , Aria Masoomi , Jennifer Dy

This work presents a nonparametric framework for dissipativity learning in reproducing kernel Hilbert spaces, which enables data-driven certification of stability and performance properties for unknown nonlinear systems without requiring an…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Xiuzhen Ye , Wentao Tang

Off-policy estimation for long-horizon problems is important in many real-life applications such as healthcare and robotics, where high-fidelity simulators may not be available and on-policy evaluation is expensive or impossible. Recently,…

Machine Learning · Computer Science 2020-03-26 Ali Mousavi , Lihong Li , Qiang Liu , Denny Zhou

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

In this paper, we establish a novel connection between the metric entropy growth and the embeddability of function spaces into reproducing kernel Hilbert/Banach spaces. Metric entropy characterizes the information complexity of function…

Numerical Analysis · Mathematics 2025-08-28 Yiping Lu , Daozhe Lin , Qiang Du

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and commonly used in nonparametric…

Methodology · Statistics 2013-05-07 Robert Hable