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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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48 results for kernel-based distribution regression

DR-ABC uses kernel-based distribution regression for better ABC likelihood approximations.

problem Difficulties in exact posterior inference due to intractable likelihood functions.
method Kernel-based distribution regression for constructing better summary statistics.
result Superior performance compared to related methods on various problems.

Improved learning theory for kernel distribution regression with two-stage sampling.

problem Distribution regression problem and two-stage sampling setting.
method Kernel methods, near-unbiased condition, new error bounds, convergence rates.
result Strictly improved convergence rates for three important classes of kernels.

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a variable-wise variance and yields selection of better, more robust regressors. Expe…

2014-08-25abs ↗pdf ↗

Kernel-based test detects differences between two conditional distributions efficiently.

problem Detecting differences between two conditional distributions efficiently.
method Kernel-based measure using nearest-neighbor graphs, consistent estimate with Gaussian limit.
result Asymptotic level control and universal consistency for detecting differences.

This paper improves kernel-based regression using transfer learning.

problem Improving generalization performance in kernel-based regression.
method Two-step kernel-based estimator for known transferable sources and novel aggregation algorithm for unknown sources.
result Established statistical properties and validated effectiveness of proposed methods.

Kernel-based function approximation improves reinforcement learning performance.

problem Average reward reinforcement learning in infinite horizon settings.
method Optimistic algorithm based on kernel ridge regression.
result No-regret performance guarantees and confidence intervals for kernel-based predictions.

Novel confidence intervals improve convergence rates for sparse kernel-based models.

problem High computational cost in kernel-based learning models.
method Novel confidence intervals for Nyström method and sparse variational Gaussian process approximation.
result Improved performance bounds in regression and optimization problems.

Improved robustness in kernel-based regression via novel loss function and IRLS.

problem Noise sensitivity in kernel-based regression methods.
method Proposed s\ell_s-loss function and iteratively reweighted least squares (IRLS) optimization.
result Improved noise robustness in kernel-based regression methods.

Optimal kernel improves estimation accuracy in modal statistical methods.

problem Estimation accuracy of kernel-based modal statistical methods depends on the kernel used.
method The study theoretically shows an optimal kernel that minimizes asymptotic error criterion.
result An optimal kernel minimizes the error criterion when using an optimal bandwidth.

DualIV simplifies non-linear IV regression via dual formulation.

problem Non-linear instrumental variable regression with potential first-stage regression bottleneck.
method Dual formulation of non-linear IV regression as a convex-concave saddle-point problem, leading to a kernel-based algorithm with analytic solution.
result Empirical results show competitive performance compared to existing algorithms.

Recent developments in system identification have brought attention to regularized kernel-based methods. This type of approach has been proven to compare favorably with classic parametric methods. However, current formulations are not robust with respect to outliers. In this paper, we introduce a novel method to robust…

2014-11-21abs ↗pdf ↗

The paper develops methods to estimate and assess the risk of binary classification.

problem Estimating the underlying regression function for binary classification.
method Three kernel-based semi-parametric resampling methods are proposed to build confidence regions for the regression function.
result The proposed methods guarantee regions with exact coverage probabilities and are strongly consistent.

Paper introduces robust distribution regression using kernel methods.

problem Distribution regression from probability measures to real-valued responses.
method Introduces a robust loss function lσl_σ and a windowing function VV for two-stage sampling problems.
result Shows improved learning rates and robustness with the robust distribution regression (RDR) scheme.

A new kernel-based nonconformity score improves multivariate prediction regions.

problem Tackling the challenge of compressing multivariate residual vectors into scalars while preserving geometric structure.
method Introducing a Multivariate Kernel Score (MKS) that decomposes into an anisotropic MMD, providing finite-sample coverage guarantees and convergence rates.
result The MKS produces prediction regions that explicitly adapt to geometric structure, reducing volume compared to ellipsoidal baselines.

Efficiently extracts features from large datasets using budgeted nonlinear subspace tracking.

problem Handling large-scale datasets with kernel-based methods while maintaining computational and memory efficiency.
method Low-rank, budgeted online subspace learning for feature extraction.
result Approximates high-dimensional features with a low-rank nonlinear subspace, leading to efficient kernel function approximation.

Paper proposes a novel framework for structure learning using unstructured kernel-based M-regression.

problem Identifying underlying structures of true target functions from observed data.
method General and novel framework using unstructured M-regression in RKHS, inspired by gradient functions.
result Asymptotic results established for a wide range of loss functions, including mean, quantile, likelihood, and margin-based methods.

Paper proposes a new method to learn distribution kernels via entropy maximization.

problem Challenges in applying kernel methods to distribution regression tasks.
method Proposes a novel objective for unsupervised learning of data-dependent distribution kernels based on entropy maximization.
result Demonstrates the effectiveness of the learned kernel across different modalities.

Non-linear control rules improve smart inverter performance in fluctuating grids.

problem Optimizing smart inverter control for voltage regulation and energy efficiency in fluctuating grids.
method Customized non-linear control rules designed as a kernel-based regression task, leveraging a linearized grid model and convex optimization.
result Non-linear control rules achieve near-optimal performance in real-world tests, minimizing voltage deviations and ohmic losses.

Paper proposes a new method to solve Schrödinger Bridge Problem using kernel regression.

problem Schrödinger Bridge Problem in the context of entropic optimal transport.
method Forward-reverse iterative Monte Carlo procedure using kernel regression.
result Developed a provably convergent algorithm for approximating Schrödinger potentials.

Algorithm optimizes collaborative learning among distributed clients using kernel-based bandits.

problem Optimizing personalized objectives in a distributed system with limited global information.
method Kernel-based bandit framework with surrogate Gaussian process models, sparse approximations.
result Order-optimal regret performance (up to polylogarithmic factors) and reduced communication overhead.

Unified calibration metrics improve forecast sharpness and accuracy.

problem Improving the sharpness of probabilistic forecasts while maintaining calibration.
method Kernel-based calibration metrics that unify and generalize existing methods for classification and regression.
result Enhanced calibration, sharpness, and decision-making across various tasks.

New tests compare regression functions using machine learning, overcoming dimensionality issues.

problem Comparing regression functions in high-dimensional settings.
method Generalized kernel-based conditional mean dependence, machine learning methods for flexible estimation.
result Established asymptotic properties of tests under fixed and high-dimensional regimes.

Novel method for time-series prediction with tighter confidence intervals.

problem Improving prediction intervals for time-series data.
method Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI) using adaptive weights.
result KOWCPI achieves narrower confidence intervals with guaranteed coverage.

New method for causal inference with complex treatment compositions.

problem Estimating causal effects with compositional treatments.
method Kernel-based covariate functional balancing approach.
result Achieves n\sqrt{n}-consistency without requiring consistent estimation of weights.

This research improves online learning by correcting for target shift in machine learning.

problem Online learning struggles with distributional shift, especially in target values.
method Derives closed-form expressions for online and offline learning, and target correction.
result Online kernel-based learning can learn the same predictor as offline learning with target correction.

Aggregates predictions from multiple regression models using random projections and kernel methods.

problem Combining predictions from multiple regression models to improve accuracy.
method Random projection of high-dimensional feature space, followed by kernel-based consensual aggregation.
result The aggregation scheme performs similarly to using the original high-dimensional features, with high probability.

LCMQR improves prediction intervals by adapting to local heteroscedasticity.

problem Efficient and adaptive prediction intervals for local heteroscedasticity.
method LCMQR combines multi-quantile information with kernel-based localization.
result LCMQR constructs tighter intervals than prior methods, especially in heterogeneous environments.

Paper introduces new regression methods for consistent estimation of biophysical parameters.

problem Estimating biophysical parameters while respecting auxiliary variables.
method Linear and nonlinear kernel-based regression models with consistency constraints.
result Models provide closed-form solutions and successfully estimate chlorophyll content.

High-dimensional U-statistics show surprising phase transitions, impacting kernel-based tests.

problem Understanding phase transitions in high-dimensional U-statistics.
method Proved a convergence theorem for U-statistics of degree two in high dimensions.
result High-dimensional U-statistics can have non-Gaussian limits with larger variance and asymmetry.

New method improves Gaussian kernel approximations for high-frequency data.

problem Limited scalability of kernel-based models to large data sets.
method Local random feature approximations using Maclaurin expansions and polynomial sketches.
result Significant improvement in kernel approximations and downstream performance for high-frequency data.