相关论文: Relating Leverage Scores and Density using Regular…

Prior knowledge on properties of a target model often come as discrete or combinatorial descriptions. This work provides a unified computational framework for defining norms that promote such structures. More specifically, we develop…

Kernel-based feature selection is an important tool in nonparametric statistics. Despite many practical applications of kernel-based feature selection, there is little statistical theory available to support the method. A core challenge is…

The leverage effect refers to the well-established relationship between returns and volatility. When returns fall, volatility increases. We examine the role of the leverage effect with regards to generating density forecasts of equity…

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

This paper proposes a novel graph-based regularized regression estimator - the hierarchical feature regression (HFR) -, which mobilizes insights from the domains of machine learning and graph theory to estimate robust parameters for a…

In many statistical problems, the data distribution is specified through a generative process for which the likelihood function is analytically intractable, yet inference on the associated model parameters remains of primary interest. We…

Estimating the ratio of two probability densities from finitely many samples, is a central task in machine learning and statistics. In this work, we show that a large class of kernel methods for density ratio estimation suffers from error…

Why do companies choose particular capital structures? A compelling answer to this question remains elusive despite extensive research. In this article, we use double machine learning to examine the heterogeneous causal effect of credit…

Drifting models train one-step generators by optimizing a kernel-induced mean-shift discrepancy between the data and model distributions, with Laplace kernels used by default in practice. At each point, this discrepancy compares the…

Kernel mean embedding is a useful tool to represent and compare probability measures. Despite its usefulness, kernel mean embedding considers infinite-dimensional features, which are challenging to handle in the context of differentially…

Kernel learning methods are among the most effective learning methods and have been vigorously studied in the past decades. However, when tackling with complicated tasks, classical kernel methods are not flexible or "rich" enough to…

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…

Improving the performance of classifiers is the realm of feature mapping, prototype selection, and kernel function transformations; these techniques aim for reducing the complexity, and also, improving the accuracy of models. In particular,…

Variable selection is central to high-dimensional data analysis, and various algorithms have been developed. Ideally, a variable selection algorithm shall be flexible, scalable, and with theoretical guarantee, yet most existing algorithms…

Coresets have emerged as a powerful tool to summarize data by selecting a small subset of the original observations while retaining most of its information. This approach has led to significant computational speedups but the performance of…

This paper investigates the usage of kernel functions at the different layers in a convolutional neural network. We carry out extensive studies of their impact on convolutional, pooling and fully-connected layers. We notice that the linear…

There is currently a huge effort to understand the potential and limitations of variational quantum machine learning (QML) based on the optimization of parameterized quantum circuits. Recent proposals toward dequantizing variational QML…

With the precipitous decline in response rates, researchers and pollsters have been left with highly non-representative samples, relying on constructed weights to make these samples representative of the desired target population. Though…

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…

Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…