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This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown…

Machine Learning · Computer Science 2020-06-16 Raphael A. Meyer , Christopher Musco

We develop a framework for function classes generated by parametric ridge kernels: one-dimensional kernels composed with affine projections and averaged over a parameter measure. The induced kernels are positive definite, and the resulting…

Functional Analysis · Mathematics 2025-08-26 James Tian

A kernel density is an aggregate of kernel functions, which are itself densities and could be kernel densities. This is used to decompose a kernel into its constituent parts. Pearson's test for equality of proportions is applied to…

Methodology · Statistics 2020-03-23 Richard S. J. Tol

The expected signature kernel arises in statistical learning tasks as a similarity measure of probability measures on path space. Computing this kernel for known classes of stochastic processes is an important problem that, in particular,…

Probability · Mathematics 2025-09-10 Peter K. Friz , Paul P. Hager

Let $f$ be a multivariate density and $f\_n$ be a kernel estimate of $f$ drawn from the $n$-sample $X\_1,...,X\_n$ of i.i.d. random variables with density $f$. We compute the asymptotic rate of convergence towards 0 of the volume of the…

Statistics Theory · Mathematics 2007-06-13 Benoit Cadre

Natural language processing often involves computations with semantic or syntactic graphs to facilitate sophisticated reasoning based on structural relationships. While convolution kernels provide a powerful tool for comparing graph…

Computation and Language · Computer Science 2018-02-13 Sahil Garg , Greg Ver Steeg , Aram Galstyan

We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax…

Machine Learning · Statistics 2020-08-14 Geoffrey Wolfer , Aryeh Kontorovich

Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…

Mathematical Physics · Physics 2014-08-18 David Aristoff

We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation…

Probability · Mathematics 2014-03-18 Christophe Andrieu , Gersende Fort , Matti Vihola

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

The classical randomization criterion is an important result of statistical decision theory. Recently, a quantum analogue has been proposed, giving equivalent conditions for two sets of quantum states, ensuring existence of a quantum…

Quantum Physics · Physics 2014-04-16 Anna Jencova

The rate of normal approximation for the integral norm of kernel density estimators is investigated in the case of densities with power-type singularities. The quantities from the formulations of published results by the author are…

Probability · Mathematics 2018-05-22 Andrei Yu. Zaitsev

We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which is repeatedly observed at discrete, synchronous design…

Statistics Theory · Mathematics 2025-09-03 Max Berger , Hajo Holzmann

The sequence of moments of a vector-valued random variable can characterize its law. We study the analogous problem for path-valued random variables, that is stochastic processes, by using so-called robust signature moments. This allows us…

Statistics Theory · Mathematics 2022-09-16 Ilya Chevyrev , Harald Oberhauser

This article studies sufficient conditions on families of approximating kernels which provide $N$--term approximation errors from an associated nonlinear approximation space which match the best known orders of $N$--term wavelet expansion.…

Functional Analysis · Mathematics 2019-03-15 Keaton Hamm , Jeff Ledford

In spatial statistics and machine learning, the kernel matrix plays a pivotal role in prediction, classification, and maximum likelihood estimation. A thorough examination reveals that for large sample sizes, the kernel matrix becomes…

Machine Learning · Statistics 2023-11-07 Hao Zhang

Graph-structured data arise in wide applications, such as computer vision, bioinformatics, and social networks. Quantifying similarities among graphs is a fundamental problem. In this paper, we develop a framework for computing graph…

Machine Learning · Statistics 2018-09-11 Zhen Zhang , Mianzhi Wang , Yijian Xiang , Yan Huang , Arye Nehorai

Nonparametric curve estimation by kernel methods has attracted widespread interest in theoretical and applied statistics. One area of conflict between theory and application relates to the evaluation of the performance of the estimators.…

Statistics Theory · Mathematics 2026-03-03 Olaf Gefeller , Nils Lid Hjort

As described quantum mechanically, an experimental trial parses into "a preparation" expressed by a density operator and "a measurement" expressed by a set of detection operators, one for each measurable event. A density operator and a…

Quantum Physics · Physics 2014-09-18 John M. Myers , F. Hadi Madjid