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We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…

Methodology · Statistics 2017-03-01 Nathan Kallus

In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…

Methodology · Statistics 2026-01-22 Deep Ghoshal , Xiaofeng Shao

Conditional mean embeddings (CMEs) have proven themselves to be a powerful tool in many machine learning applications. They allow the efficient conditioning of probability distributions within the corresponding reproducing kernel Hilbert…

Statistics Theory · Mathematics 2020-07-16 Ilja Klebanov , Ingmar Schuster , T. J. Sullivan

Probabilistic predictions are probability distributions over the set of possible outcomes. Such predictions quantify the uncertainty in the outcome, making them essential for effective decision making. By combining multiple predictions, the…

Machine Learning · Statistics 2024-11-26 Sam Allen , David Ginsbourger , Johanna Ziegel

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic

We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure…

Machine Learning · Computer Science 2024-06-19 Nicolas Brodu , James P. Crutchfield

Counterfactual inference has become a ubiquitous tool in online advertisement, recommendation systems, medical diagnosis, and econometrics. Accurate modeling of outcome distributions associated with different interventions -- known as…

Machine Learning · Statistics 2021-07-13 Krikamol Muandet , Motonobu Kanagawa , Sorawit Saengkyongam , Sanparith Marukatat

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

Machine Learning · Computer Science 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

We are interested in learning causal relationships between pairs of random variables, purely from observational data. To effectively address this task, the state-of-the-art relies on strong assumptions regarding the mechanisms mapping…

Machine Learning · Statistics 2014-09-16 David Lopez-Paz , Krikamol Muandet , Benjamin Recht

Kernel methods are a cornerstone of classical machine learning. The idea of using quantum computers to compute kernels has recently attracted attention. Quantum embedding kernels (QEKs) constructed by embedding data into the Hilbert space…

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…

Machine Learning · Statistics 2016-06-03 Seth Flaxman , Dino Sejdinovic , John P. Cunningham , Sarah Filippi

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…

Machine Learning · Statistics 2025-04-29 François-Xavier Briol , Alexandra Gessner , Toni Karvonen , Maren Mahsereci

We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Machine Learning · Statistics 2016-10-27 Yang Song , Jun Zhu , Yong Ren

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary…

Machine Learning · Statistics 2018-09-25 Shoubo Hu , Zhitang Chen , Laiwan Chan

We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…

Machine Learning · Statistics 2026-05-14 Leonardo V. Santoro , Kartik G. Waghmare , Victor M. Panaretos

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

We pose causal inference as the problem of learning to classify probability distributions. In particular, we assume access to a collection $\{(S_i,l_i)\}_{i=1}^n$, where each $S_i$ is a sample drawn from the probability distribution of $X_i…

Machine Learning · Statistics 2015-05-20 David Lopez-Paz , Krikamol Muandet , Bernhard Schölkopf , Ilya Tolstikhin