Related papers: Statistical Learning Theory for Distributional Cla…
By selecting different filter functions, spectral algorithms can generate various regularization methods to solve statistical inverse problems within the learning-from-samples framework. This paper combines distributed spectral algorithms…
In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…
Latent space models are widely used for analyzing high-dimensional discrete data matrices, such as patient-feature matrices in electronic health records (EHRs), by capturing complex dependence structures through low-dimensional embeddings.…
Support vector machine (SVM) training is an active research area since the dawn of the method. In recent years there has been increasing interest in specialized solvers for the important case of linear models. The algorithm presented by…
In this paper, we propose supervised dictionary learning (SDL) by incorporating information on class labels into the learning of the dictionary. To this end, we propose to learn the dictionary in a space where the dependency between the…
In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…
The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…
This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…
This paper presents a unified framework to tackle estimation problems in Digital Signal Processing (DSP) using Support Vector Machines (SVMs). The use of SVMs in estimation problems has been traditionally limited to its mere use as a…
We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…
Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…
Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less…
Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…
This paper studies an intriguing phenomenon related to the good generalization performance of estimators obtained by using large learning rates within gradient descent algorithms. First observed in the deep learning literature, we show that…
Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…
In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…
Theoretical studies have proven that the Hilbert space has remarkable performance in many fields of applications. Frames in tensor product of Hilbert spaces were introduced to generalize the inner product to high-order tensors. However,…
When neural circuits learn to perform a task, it is often the case that there are many sets of synaptic connections that are consistent with the task. However, only a small number of possible solutions are robust to noise in the input and…
Semi-supervised learning (SSL) is an indispensable tool when there are few labeled entities and many unlabeled entities for which we want to predict labels. With graph-based methods, entities correspond to nodes in a graph and edges…