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Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome…

Machine Learning · Statistics 2026-05-11 Houssam Zenati , Arthur Gretton

Maximum mean discrepancies (MMDs) like the kernel Stein discrepancy (KSD) have grown central to a wide range of applications, including hypothesis testing, sampler selection, distribution approximation, and variational inference. In each…

Machine Learning · Statistics 2025-03-26 Alessandro Barp , Carl-Johann Simon-Gabriel , Mark Girolami , Lester Mackey

Snapshots, i.e. projective measurements of local degrees of freedom, are the most standard data taken in experiments on quantum simulators. Snapshots are usually used to probe local physics. In this work we propose a simple protocol to…

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Data Analysis, Statistics and Probability · Physics 2012-09-19 N. D. Gagunashvili , M. Schmelling

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

Existing statistical learning guarantees for general kernel regressors often yield loose bounds when used with finite-rank kernels. Yet, finite-rank kernels naturally appear in several machine learning problems, e.g.\ when fine-tuning a…

Machine Learning · Computer Science 2023-10-04 Tin Sum Cheng , Aurelien Lucchi , Ivan Dokmanić , Anastasis Kratsios , David Belius

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

Uncertainty quantification is essential for deploying machine learning models in high-stakes domains such as scientific discovery and healthcare. Conformal Prediction (CP) provides finite-sample coverage guarantees under exchangeability, an…

Machine Learning · Computer Science 2026-03-30 Siddhartha Laghuvarapu , Rohan Deb , Jimeng Sun

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Emilio T. Maddalena , Paul Scharnhorst , Yuning Jiang , Colin N. Jones

The identification of continuous-time (CT) systems from discrete-time (DT) input and output signals, i.e., the sampled data, has received considerable attention for half a century. The state-of-the-art methods are parametric methods and…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Xiaozhu Fang , Biqiang Mu , Tianshi Chen

In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test…

Econometrics · Economics 2026-05-20 Xiaojun Song , Jichao Yuan

Quantum one-class support vector machines leverage the advantage of quantum kernel methods for semi-supervised anomaly detection. However, their quadratic time complexity with respect to data size poses challenges when dealing with large…

Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches.…

Machine Learning · Statistics 2019-01-21 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabás Póczos

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting…

Statistics Theory · Mathematics 2009-11-20 Jiti Gao , Maxwell King , Zudi Lu , Dag Tjøstheim

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

Quantum Krylov subspace diagonalization (QKSD) is an emerging method used in place of quantum phase estimation in the early fault-tolerant era, where limited quantum circuit depth is available. In contrast to the classical Krylov subspace…

Quantum Physics · Physics 2024-09-20 Gwonhak Lee , Dongkeun Lee , Joonsuk Huh

Specification tests, such as Integrated Conditional Moment (ICM) and Kernel Conditional Moment (KCM) tests, are crucial for model validation but often lack power in finite samples. This paper proposes a novel framework to enhance…

Econometrics · Economics 2025-05-08 Yuhao Li , Xiaojun Song

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario