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Motivated by the increasing use of kernel-based metrics for high-dimensional and large-scale data, we study the asymptotic behavior of kernel two-sample tests when the dimension and sample sizes both diverge to infinity. We focus on the…

Statistics Theory · Mathematics 2024-10-31 Jian Yan , Xianyang Zhang

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…

Machine Learning · Statistics 2022-11-16 Danica J. Sutherland , Namrata Deka

Quantum computing algorithms have been shown to produce performant quantum kernels for machine-learning classification problems. Here, we examine the performance of quantum kernels for regression problems of practical interest. For an…

Quantum Physics · Physics 2024-09-30 Xuyang Guo , Jun Dai , Roman V. Krems

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Statistics Theory · Mathematics 2022-10-18 Zhen Huang , Bodhisattva Sen

Kernel $k$-means clustering is a powerful tool for unsupervised learning of non-linearly separable data. Since the earliest attempts, researchers have noted that such algorithms often become trapped by local minima arising from…

Machine Learning · Statistics 2020-11-13 Debolina Paul , Saptarshi Chakraborty , Swagatam Das , Jason Xu

Measuring similarity between two objects is the core operation in existing clustering algorithms in grouping similar objects into clusters. This paper introduces a new similarity measure called point-set kernel which computes the similarity…

Machine Learning · Computer Science 2022-01-07 Kai Ming Ting , Jonathan R. Wells , Ye Zhu

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Machine Learning · Computer Science 2018-09-05 Magda Gregorová , Jason Ramapuram , Alexandros Kalousis , Stéphane Marchand-Maillet

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…

Machine Learning · Computer Science 2015-03-20 Arash Afkanpour , András György , Csaba Szepesvári , Michael Bowling

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

We study Sparse Multiple Kernel Learning (SMKL), which is the problem of selecting a sparse convex combination of prespecified kernels for support vector binary classification. Unlike prevailing l1 regularized approaches that approximate a…

Machine Learning · Statistics 2025-12-03 Dimitris Bertsimas , Caio de Prospero Iglesias , Nicholas A. G. Johnson

Kernel herding belongs to a family of deterministic quadratures that seek to minimize the worst-case integration error over a reproducing kernel Hilbert space (RKHS). These quadrature rules come with strong experimental evidence that this…

Machine Learning · Computer Science 2025-08-12 Martin Rouault , Rémi Bardenet , Mylène Maïda

In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

We present a new method designed for optimal subtraction of two images with different seeing. Using image subtraction appears to be essential for the full analysis of the microlensing survey images, however a perfect subtraction of two…

Astrophysics · Physics 2016-08-30 C. Alard , R. H. Lupton

The relative similarity testing aims to determine which of the distributions, P or Q, is closer to an anchor distribution U. Existing kernel-based approaches often test the relative similarity with a fixed kernel in a manually specified…

Machine Learning · Computer Science 2025-10-14 Zhijian Zhou , Liuhua Peng , Xunye Tian , Feng Liu

Kernel Stein discrepancies (KSDs) have emerged as a powerful tool for quantifying goodness-of-fit over the last decade, featuring numerous successful applications. To the best of our knowledge, all existing KSD estimators with known rate…

Machine Learning · Statistics 2026-03-31 Jose Cribeiro-Ramallo , Agnideep Aich , Florian Kalinke , Ashit Baran Aich , Zoltán Szabó

We introduce a kernel-based two-sample test for comparing probability distributions up to group actions. Our construction yields invariant kernels for locally compact $\sigma$-compact groups and extends classical Haar-based approaches…

Statistics Theory · Mathematics 2026-03-18 Madison Giacofci , Anouar Meynaoui , Alex Podgorny

The size of large, geo-located datasets has reached scales where visualization of all data points is inefficient. Random sampling is a method to reduce the size of a dataset, yet it can introduce unwanted errors. We describe a method for…

Human-Computer Interaction · Computer Science 2017-09-14 Yan Zheng , Yi Ou , Alexander Lex , Jeff M. Phillips

Quantum computing can empower machine learning models by enabling kernel machines to leverage quantum kernels for representing similarity measures between data. Quantum kernels are able to capture relationships in the data that are not…