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Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and…
Bayesian neural networks (BNNs) are state-of-the-art machine learning methods that can naturally regularize and systematically quantify uncertainties using their stochastic parameters. Kullback-Leibler (KL) divergence-based variational…
Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…
The purpose of this paper is to examine the sampling problem through Euler discretization, where the potential function is assumed to be a mixture of locally smooth distributions and weakly dissipative. We introduce $\alpha_{G}$-mixture…
A framework for coherent pattern extraction and prediction of observables of measure-preserving, ergodic dynamical systems with both atomic and continuous spectral components is developed. It is based on an approximation of the generator of…
Information-theoretic measures such as the entropy, cross-entropy and the Kullback-Leibler divergence between two mixture models is a core primitive in many signal processing tasks. Since the Kullback-Leibler divergence of mixtures provably…
Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…
Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in…
We address the problem of Schr\"odinger potential estimation, which plays a crucial role in modern generative modelling approaches based on Schr\"odinger bridges and stochastic optimal control for SDEs. Given a simple prior diffusion…
Despite the availability of various sequence analysis models, comparative genomic analysis remains a challenge in genomics, genetics, and phylogenetics. Commutative algebra, a fundamental tool in algebraic geometry and number theory, has…
With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of…
We consider the space of $w$-mixtures which is defined as the set of finite statistical mixtures sharing the same prescribed component distributions closed under convex combinations. The information geometry induced by the Bregman generator…
In this paper we investigate and compare different gradient algorithms designed for the domain expression of the shape derivative. Our main focus is to examine the usefulness of kernel reproducing Hilbert spaces for PDE constrained shape…
Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-$\sqrt{n}$ convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging…
We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…
Recent years have seen the Kirkwood-Dirac (KD) distribution come to the forefront as a powerful quasi-probability distribution for analysing quantum mechanics. The KD distribution allows tools from statistics and probability theory to be…
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…
The contributions of the paper span theoretical and implementational results. First, we prove that Kd-trees can be extended to spaces in which the distance is measured with an arbitrary Bregman divergence. Perhaps surprisingly, this shows…
Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…
We study density estimation in Kullback-Leibler divergence: given an i.i.d. sample from an unknown density $p^\star$, the goal is to construct an estimator $\widehat{p}$ such that $\mathrm{KL}(p^\star,\widehat{p})$ is small with high…