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We discuss the problem of estimating Radon-Nikodym derivatives. This problem appears in various applications, such as covariate shift adaptation, likelihood-ratio testing, mutual information estimation, and conditional probability…

Statistics Theory · Mathematics 2023-08-16 Duc Hoan Nguyen , Werner Zellinger , Sergei V. Pereverzyev

We develop a new framework for estimating joint probability distributions using tensor product reproducing kernel Hilbert spaces (RKHS). Our framework accommodates a low-dimensional, normalized and positive model of a Radon--Nikodym…

Machine Learning · Statistics 2024-09-25 Damir Filipovic , Michael Multerer , Paul Schneider

Radon--Nikodym approach to relaxation dynamics, where probability density is built first and then used to calculate observable dynamic characteristic is developed and applied to relaxation type signals study. In contrast with $L^2$ norm…

A histogram estimate of the Radon-Nikodym derivative of a probability measure with respect to a dominating measure is developed for binary sequences in $\{0,1\}^{\mathbb{N}}$. A necessary and sufficient condition for the consistency of the…

Statistics Theory · Mathematics 2013-09-17 Karthik Bharath

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov

For distribution regression problem, where a bag of $x$--observations is mapped to a single $y$ value, a one--step solution is proposed. The problem of random distribution to random value is transformed to random vector to random value by…

Machine Learning · Computer Science 2015-12-03 Vladislav Gennadievich Malyshkin

We study determinantal point processes on $\mathbb{C}$ induced by the reproducing kernels of generalized Fock spaces as well as those on the unit disc $\mathbb{D}$ induced by the reproducing kernels of generalized Bergman spaces. In the…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov , Yanqi Qiu

We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…

Machine Learning · Statistics 2026-03-27 Andrea Della Vecchia , Damir Filipovic , Paul Schneider

We introduce a simple but powerful technique to study processes driven by two or more reinforcement mechanisms in competition. We apply our method to two types of models: to non conservative zero range processes on finite graphs, and to…

Probability · Mathematics 2022-06-30 Dirk Erhard , Guilherme Reis

Problems of interpolation, classification, and clustering are considered. In the tenets of Radon--Nikodym approach $\langle f(\mathbf{x})\psi^2 \rangle / \langle\psi^2\rangle$, where the $\psi(\mathbf{x})$ is a linear function on input…

Machine Learning · Computer Science 2021-09-14 Vladislav Gennadievich Malyshkin

We propose kernel-gradient drifting, a one-step generative modeling framework that replaces the fixed Euclidean displacement direction in drifting models with directions induced by the kernel itself. Standard drifting is attractive because…

We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike,…

Machine Learning · Statistics 2013-10-01 Matthew Urry , Peter Sollich

We consider the least-deletion map on the Cantor space, namely the map that changes the first 1 in a binary sequence to 0, and construct product measures on $2^\mathbb{N}$ so that the corresponding Radon-Nikodym cocycles oscillate or…

Dynamical Systems · Mathematics 2024-09-17 Sasha Bell , Tasmin Chu , Owen Rodgers

For an image pixel information can be converted to the moments of some basis $Q_k$, e.g. Fourier-Mellin, Zernike, monomials, etc. Given sufficient number of moments pixel information can be completely recovered, for insufficient number of…

Computer Vision and Pattern Recognition · Computer Science 2015-12-16 Vladislav Gennadievich Malyshkin

Let $G/K$ be a Riemannian symmetric space of noncompact type, and let $\nu_{a_j}$, $j=1,...,r$ be some orbital measures on $G$ (see the definition below). The aim of this paper is to study the $L^{2}$-regularity (resp. $C^k$-smoothness) of…

Representation Theory · Mathematics 2021-07-27 Boudjemaa Anchouche

The present paper is focused on the problem of recovering the Radon-Nikodym derivative under the big data assumption. To address the above problem, we design an algorithm that is a combination of the Nystr\"om subsampling and the standard…

Numerical Analysis · Mathematics 2025-11-13 Hanna Myleiko , Sergei Solodky

For Machine Learning (ML) classification problem, where a vector of $\mathbf{x}$--observations (values of attributes) is mapped to a single $y$ value (class label), a generalized Radon--Nikodym type of solution is proposed.…

Machine Learning · Computer Science 2015-12-16 Vladislav Gennadievich Malyshkin

The density matrix renormalization group (DMRG) is applied to some one-dimensional reaction-diffusion models in the vicinity of and at their critical point. The stochastic time evolution for these models is given in terms of a non-symmetric…

Statistical Mechanics · Physics 2011-10-11 Enrico Carlon , Malte Henkel , Ulrich Schollwoeck

We show that the Radon-Nikodym derivative of the law of the spatial increments (with endpoints away from the origin) of inhomogeneous Brownian last passage percolation (LPP) with non-decreasing initial data against the Wiener measure $\mu$…

Probability · Mathematics 2025-11-04 Pantelis Tassopoulos , Sourav Sarkar

This paper studies random operator-valued positive definite (p.d.) kernels and their connection to moment dilations. A class of random p.d. kernels is introduced in which the positivity requirement is imposed only in expectation, extending…

Functional Analysis · Mathematics 2025-08-15 James Tian
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