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A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…
In this paper, we present an extension to the recursive Gaussian Process (RGP) regression that enables the satisfaction of inequality constraints and is well suited for a real-time execution in control applications. The soft inequality…
Current adoption of machine learning in industrial, societal and economical activities has raised concerns about the fairness, equity and ethics of automated decisions. Predictive models are often developed using biased datasets and thus…
In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…
Transformers have surpassed RNNs in popularity due to their superior abilities in parallel training and long-term dependency modeling. Recently, there has been a renewed interest in using linear RNNs for efficient sequence modeling. These…
A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…
We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…
This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…
Linear regression is arguably the most widely used statistical method. With fixed regressors and correlated errors, the conventional wisdom is to modify the variance-covariance estimator to accommodate the known correlation structure of the…
We introduce an alternative closed form lower bound on the Gaussian process ($\mathcal{GP}$) likelihood based on the R\'enyi $\alpha$-divergence. This new lower bound can be viewed as a convex combination of the Nystr\"om approximation and…
A generalized dynamical robust nonlinear filtering framework is established for a class of Lipschitz differential algebraic systems, in which the nonlinearities appear both in the state and measured output equations. The system is assumed…
We present a novel computational approach for extracting weak signals, whose exact location and width may be unknown, from complex background distributions with an arbitrary functional form. We focus on datasets that can be naturally…
This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…
Graphical models are powerful tools to investigate complex dependency structures in high-throughput datasets. However, most existing graphical models make one of the two canonical assumptions: (i) a homogeneous graph with a common network…
Binary Neural Networks are a promising technique for implementing efficient deep models with reduced storage and computational requirements. The training of these is however, still a compute-intensive problem that grows drastically with the…
Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…
Group Re-identification (G-ReID) faces greater complexity than individual Re-identification (ReID) due to challenges like mutual occlusion, dynamic member interactions, and evolving group structures. Prior graph-based approaches have aimed…
This work analyzes a high order hybridizable discontinuous Galerkin (HDG) method for the linear elasticity problem in a domain not necessarily polyhedral. The domain is approximated by a polyhedral computational domain where the HDG…
Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…
We propose nonparametric Bayesian estimators for causal inference exploiting Regression Discontinuity/Kink (RD/RK) under sharp and fuzzy designs. Our estimators are based on Gaussian Process (GP) regression and classification. The GP…