相关论文: A kernel-based framework for covariate significanc…

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classification as it determines…

Model-free time-to-event regression under confounding presents challenges due to biases introduced by causal and censoring sampling mechanisms. This phenomenology poses problems for classical non-parametric estimators like Beran's or the…

We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a non-parametric, kernel-based test for assessing the calibration of probabilistic models with well-defined scores. In contrast to previous methods, our…

Kernel-based testing has revolutionized the field of non-parametric tests through the embedding of distributions in an RKHS. This strategy has proven to be powerful and flexible, yet its applicability has been limited to the standard…

Practical applications of nonparametric density estimators in more than three dimensions suffer a great deal from the well-known curse of dimensionality: convergence slows down as dimension increases. We show that one can evade the curse of…

We propose a roughness regularization approach in making nonparametric inference for generalized functional linear models. In a reproducing kernel Hilbert space framework, we construct asymptotically valid confidence intervals for…

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…

Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…

Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…

We study a nonparametric approach to Bayesian computation via feature means, where the expectation of prior features is updated to yield expected kernel posterior features, based on regression from learned neural net or kernel features of…

This paper deals with the nonparametric density estimation of the regression error term assuming its independence with the covariate. The difference between the feasible estimator which uses the estimated residuals and the unfeasible one…

This work constructs a hypothesis test for detecting whether an data-generating function $h: R^p \rightarrow R$ belongs to a specific reproducing kernel Hilbert space $\mathcal{H}_0$ , where the structure of $\mathcal{H}_0$ is only…

We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance of the nonlinear term in the model. We…

Penalized empirical risk minimization with a surrogate loss function is often used to learn a high-dimensional linear decision rule in classification problems. Although much of the literature focus on the generalization error, there is a…

Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…

Kernel-based hypothesis tests offer a flexible, non-parametric tool to detect high-order interactions in multivariate data, beyond pairwise relationships. Yet the scalability of such tests is limited by the computationally demanding…