相关论文: Short-term time series prediction using Hilbert sp…

This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementation of the linear regression and the spectral additive…

Tree structured graphical models are powerful at expressing long range or hierarchical dependency among many variables, and have been widely applied in different areas of computer science and statistics. However, existing methods for…

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

We propose simple nonparametric estimators for mediated and time-varying dose response curves based on kernel ridge regression. By embedding Pearl's mediation formula and Robins' g-formula with kernels, we allow treatments, mediators, and…

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

We introduce a new class of autoregressive models for spherical time series, where the dimension of the spheres on which the observations of the time series are situated may be finite-dimensional or infinite-dimensional as in the case of a…

We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation…

This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting…

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…

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice, deep learning based time series models come in many forms,…

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

We study estimation of a class prior for unlabeled target samples which possibly differs from that of source population. Moreover, it is assumed that the source data is partially observable: only samples from the positive class and from the…

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…