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Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

We consider two nonparametric approaches to ensure that linear instrumental variables estimators satisfy the rich-covariates condition emphasized by Blandhol et al. (2025), even when the instrument is not unconditionally randomly assigned…

Econometrics · Economics 2025-07-24 Ludgero Glorias , Federico Martellosio , J. M. C. Santos Silva

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as…

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

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

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

Statistics Theory · Mathematics 2022-12-07 Majid Mojirsheibani , William Pouliot , Andre Shakhbandaryan

This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating…

Methodology · Statistics 2019-02-11 Pedro H. C. Sant'Anna , Xiaojun Song

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…

Methodology · Statistics 2023-01-18 Rou Zhong , Dongxue Wang , Jingxiao Zhang

Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significant computational costs, which typically require $O(n^3)$…

Methodology · Statistics 2024-03-18 Xiaowu Dai , Huiying Zhong

We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature to hold in general topological spaces. We also present a…

Methodology · Statistics 2026-05-01 Daniel Diz-Castro , Manuel Febrero-Bande , Wenceslao González-Manteiga

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a…

Machine Learning · Statistics 2024-06-06 Yihang Chen , Fanghui Liu , Taiji Suzuki , Volkan Cevher

Kernel regression is an essential and ubiquitous tool for non-parametric data analysis, particularly popular among time series and spatial data. However, the central operation which is performed many times, evaluating a kernel on the data…

Machine Learning · Computer Science 2017-06-01 Yan Zheng , Jeff M. Phillips

Generative models, like large language models, are becoming increasingly relevant in our daily lives, yet a theoretical framework to assess their generalization behavior and uncertainty does not exist. Particularly, the problem of…

Machine Learning · Computer Science 2024-07-11 Sebastian G. Gruber , Florian Buettner

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim

We propose a kernel-based nonparametric test of relative goodness of fit, where the goal is to compare two models, both of which may have unobserved latent variables, such that the marginal distribution of the observed variables is…

Machine Learning · Statistics 2023-05-10 Heishiro Kanagawa , Wittawat Jitkrittum , Lester Mackey , Kenji Fukumizu , Arthur Gretton