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We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…

Machine Learning · Statistics 2025-09-16 Leonardo V. Santoro , Victor M. Panaretos

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

Motivated by chemical applications, we revisit and extend a family of positive definite kernels for graphs based on the detection of common subtrees, initially proposed by Ramon et al. (2003). We propose new kernels with a parameter to…

Quantitative Methods · Quantitative Biology 2016-08-16 Pierre Mahé , Jean-Philippe Vert

Competing risk data appear widely in modern biomedical research. Cause-specific hazard models are often used to deal with competing risk data in the past two decades. There is no current study on the kernel likelihood method for the…

Methodology · Statistics 2021-09-14 Xiaomeng Qi , Zhangsheng Yu

We consider the problem of causal structure learning in the setting of heterogeneous populations, i.e., populations in which a single causal structure does not adequately represent all population members, as is common in biological and…

Machine Learning · Statistics 2022-02-21 Alex Markham , Richeek Das , Moritz Grosse-Wentrup

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Machine Learning · Statistics 2018-12-17 Matthew A. Olson , Abraham J. Wyner

Kernel methods are popular in clustering due to their generality and discriminating power. However, we show that many kernel clustering criteria have density biases theoretically explaining some practically significant artifacts empirically…

Machine Learning · Statistics 2017-12-11 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

Most papers implicitly assume competing risks to be induced by residual cohort heterogeneity, i.e. heterogeneity that is not captured by the recorded covariates. Based on this observation we develop a generic statistical description of…

We are interested in learning causal relationships between pairs of random variables, purely from observational data. To effectively address this task, the state-of-the-art relies on strong assumptions regarding the mechanisms mapping…

Machine Learning · Statistics 2014-09-16 David Lopez-Paz , Krikamol Muandet , Benjamin Recht

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

Machine Learning · Computer Science 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

Density aggregation is a central problem in machine learning, for instance when combining predictions from a Deep Ensemble. The choice of aggregation remains an open question with two commonly proposed approaches being linear pooling…

Statistical modeling of experimental physical laws is based on the probability density function of measured variables. It is expressed by experimental data via a kernel estimator. The kernel is determined objectively by the scattering of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 I. Grabec

We analyze four different approaches to estimate a multivariate probability density (or the log-density) and its first and second order derivatives. Two methods, local log-likelihood and local Hyv\"arinen score estimation, are in terms of…

Statistics Theory · Mathematics 2020-08-11 Christof Strähl , Johanna F. Ziegel , Lutz Duembgen

We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…

Risk Management · Quantitative Finance 2022-04-05 Fabio Bellini , Tolulope Fadina , Ruodu Wang , Yunran Wei

This paper introduces a novel statistical regression framework that allows the incorporation of consistency constraints. A linear and nonlinear (kernel-based) formulation are introduced, and both imply closed-form analytical solutions. The…

Methodology · Statistics 2020-12-10 Emiliano Díaz , Adrián Pérez-Suay , Valero Laparra , Gustau Camps-Valls

The graphlet kernel is a classical method in graph classification. It however suffers from a high computation cost due to the isomorphism test it includes. As a generic proxy, and in general at the cost of losing some information, this test…

Machine Learning · Computer Science 2020-10-19 Hashem Ghanem , Nicolas Keriven , Nicolas Tremblay

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Statistics Theory · Mathematics 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

We study causal inference under case-control and case-population sampling. Specifically, we focus on the binary-outcome and binary-treatment case, where the parameters of interest are causal relative and attributable risks defined via the…

Econometrics · Economics 2023-10-24 Sung Jae Jun , Sokbae Lee

We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested in the effect of a tail weight iteration procedure to…

Probability · Mathematics 2026-01-14 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…

Statistics Theory · Mathematics 2024-09-05 Vladimir Norkin , Vladimir Kirilyuk