Related papers: A Unified View of Optimal Kernel Hypothesis Testin…
This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…
We propose a novel combination of optimization tools with learning theory bounds in order to analyze the sample complexity of optimal kernel sum classifiers. This contrasts the typical learning theoretic results which hold for all…
As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…
Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…
Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…
This work investigates the problem of testing whether $d$ functional random variables are jointly independent using a modified estimator of the $d$-variable Hilbert Schmidt Indepedence Criterion ($d$HSIC) which generalizes HSIC for the case…
Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in…
Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…
Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…
We propose a simple yet effective multiple kernel clustering algorithm, termed simple multiple kernel k-means (SimpleMKKM). It extends the widely used supervised kernel alignment criterion to multi-kernel clustering. Our criterion is given…
This paper investigates the robustness and optimality of the multi-kernel correntropy (MKC) on linear regression. We first derive an upper error bound for a scalar regression problem in the presence of arbitrarily large outliers and reveal…
We propose a set of kernel-based tools to evaluate the designs and tune the hyperparameters of conditional sequence models, with a focus on problems in computational biology. The backbone of our tools is a new measure of discrepancy between…
Multiple Kernel Learning, or MKL, extends (kernelized) SVM by attempting to learn not only a classifier/regressor but also the best kernel for the training task, usually from a combination of existing kernel functions. Most MKL methods seek…
A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for…
The problem of publishing privacy-guaranteed data for hypothesis testing is studied using the maximal leakage (ML) as a metric for privacy and the type-II error exponent as the utility metric. The optimal mechanism (random mapping) that…
The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…
In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…
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…
In this paper, we present the general theory of embedding independence tests on Hilbert spaces that generalizes the concepts of distance covariance, distance multivariance and HSIC. This is done by defining new types of kernel on an $n$…
The paper presents new metrics to quantify and test for (i) the equality of distributions and (ii) the independence between two high-dimensional random vectors. We show that the energy distance based on the usual Euclidean distance cannot…