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Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

In this paper, we study the asymptotic properties of regularized least squares with indefinite kernels in reproducing kernel Krein spaces (RKKS). By introducing a bounded hyper-sphere constraint to such non-convex regularized risk…

Machine Learning · Statistics 2020-11-26 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…

Methodology · Statistics 2023-08-24 Chris. J. Oates

Hyperspectral measurements from long range sensors can give a detailed picture of the items, materials, and chemicals in a scene but analysis can be difficult, slow, and expensive due to high spatial and spectral resolutions of…

Machine Learning · Computer Science 2023-10-10 Michael G. Rawson , Timothy Doster

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

We consider the problem of metric learning for multi-view data and present a novel method for learning within-view as well as between-view metrics in vector-valued kernel spaces, as a way to capture multi-modal structure of the data. We…

Machine Learning · Computer Science 2018-03-22 Riikka Huusari , Hachem Kadri , Cécile Capponi

This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The…

Machine Learning · Statistics 2011-09-05 Kenji Fukumizu , Chenlei Leng

We study the minimax estimation of covariance eigenfunctions and eigenvalues in functional principal component analysis when $n$ trajectories are observed at $p$ common grid points with additive noise. We consider covariance kernels with…

Statistics Theory · Mathematics 2026-05-08 Nassim Bourarach , Franck Picard , Vincent Rivoirard , Angelina Roche

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

Data similarity is a key concept in many data-driven applications. Many algorithms are sensitive to similarity measures. To tackle this fundamental problem, automatically learning of similarity information from data via self-expression has…

Machine Learning · Computer Science 2019-03-12 Zhao Kang , Yiwei Lu , Yuanzhang Su , Changsheng Li , Zenglin Xu

We provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…

Machine Learning · Statistics 2019-06-03 Dino Oglic , Thomas Gärtner

This paper proposes that Lipschitz continuity is a natural outcome of regularized least squares in kernel-based learning. Lipschitz continuity is an important proxy for robustness of input-output operators. It is also instrumental for…

Optimization and Control · Mathematics 2021-12-08 Henk J. van Waarde , Rodolphe Sepulchre

In many applications of machine learning, a large number of variables are considered. Motivated by machine learning of interacting particle systems, we consider the situation when the number of input variables goes to infinity. First, we…

Machine Learning · Computer Science 2023-10-30 Christian Fiedler , Michael Herty , Sebastian Trimpe

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…

Machine Learning · Computer Science 2012-07-25 Steffen Grünewälder , Guy Lever , Luca Baldassarre , Sam Patterson , Arthur Gretton , Massimilano Pontil

Adaptive filtering algorithms operating in reproducing kernel Hilbert spaces have demonstrated superiority over their linear counterpart for nonlinear system identification. Unfortunately, an undesirable characteristic of these methods is…

Machine Learning · Statistics 2013-06-25 Wei Gao , Jie Chen , Cédric Richard , Jianguo Huang

We consider the problem of learning low-dimensional representations for large-scale Markov chains. We formulate the task of representation learning as that of mapping the state space of the model to a low-dimensional state space, called the…

Machine Learning · Computer Science 2020-04-09 Mahsa Ghasemi , Abolfazl Hashemi , Haris Vikalo , Ufuk Topcu

We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an…

Statistics Theory · Mathematics 2014-05-01 Yuchen Zhang , John C. Duchi , Martin J. Wainwright

This article establishes sharp inverse and saturation statements for kernel-based approximation using finitely smooth Sobolev kernels on bounded Lipschitz regions. The analysis focuses on the superconvergence regime, for which direct…

Numerical Analysis · Mathematics 2026-01-06 Tizian Wenzel

The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…

Statistics Theory · Mathematics 2025-09-22 François Bachoc , Louis Béthune , Alberto González-Sanz , Jean-Michel Loubes

Physics-informed machine learning combines the expressiveness of data-based approaches with the interpretability of physical models. In this context, we consider a general regression problem where the empirical risk is regularized by a…

Artificial Intelligence · Computer Science 2025-07-15 Nathan Doumèche , Francis Bach , Gérard Biau , Claire Boyer
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