Algorithmic Learning Theory
From MaRDI portal
Publication:5395027
DOI10.1007/11564089zbMath1168.62354OpenAlexW4300614359MaRDI QIDQ5395027
Bernhard Schölkopf, Olivier Bousquet, Arthur Gretton, Alexander J. Smola
Publication date: 1 November 2006
Published in: Lecture Notes in Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/11564089
Multivariate analysis (62H99) Applications of functional analysis in probability theory and statistics (46N30)
Related Items (only showing first 100 items - show all)
Minimax optimality of permutation tests ⋮ A selective overview of sparse sufficient dimension reduction ⋮ Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs ⋮ An overview of recent advancements in causal studies ⋮ A significance test of the RV coefficient in high dimensions ⋮ Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data ⋮ Power Analysis of Projection-Pursuit Independence Tests ⋮ A brief review of linear sufficient dimension reduction through optimization ⋮ Hilbert–Schmidt component analysis ⋮ Adaptive test of independence based on HSIC measures ⋮ A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series ⋮ Robust dependence measure for detecting associations in large data set ⋮ The randomized information coefficient: assessing dependencies in noisy data ⋮ An empirical study of the maximal and total information coefficients and leading measures of dependence ⋮ Kernel dimension reduction in regression ⋮ Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data ⋮ Non-redundant multiple clustering by nonnegative matrix factorization ⋮ Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example ⋮ Statistics meets machine learning. Abstracts from the workshop held January 26 -- February 1, 2020 ⋮ Grouped feature importance and combined features effect plot ⋮ Generalization of the Procrustes coefficient to functional data ⋮ Similarity and diversity induced paired projection for cross-modal retrieval ⋮ Time-dependent relations between gaps and returns in a Bitcoin order book ⋮ On distance covariance in metric and Hilbert spaces ⋮ An independence test based on recurrence rates ⋮ Unnamed Item ⋮ Ideal regularization for learning kernels from labels ⋮ Independent component analysis by wavelets ⋮ Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding ⋮ On a nonparametric notion of residual and its applications ⋮ Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures ⋮ Canonical dependency analysis based on squared-loss mutual information ⋮ Large-scale kernel methods for independence testing ⋮ Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space ⋮ A distance-based test of independence between two multivariate time series ⋮ A Hilbert Space Embedding for Distributions ⋮ Compressed labeling on distilled labelsets for multi-label learning ⋮ Principal support vector machines for linear and nonlinear sufficient dimension reduction ⋮ Nonparametric Independence Tests: Space Partitioning and Kernel Approaches ⋮ Information-Maximization Clustering Based on Squared-Loss Mutual Information ⋮ Expected Conditional Characteristic Function-based Measures for Testing Independence ⋮ Equitability, interval estimation, and statistical power ⋮ Centered kernel alignment inspired fuzzy support vector machine ⋮ Neural Decoding with Kernel-Based Metric Learning ⋮ Emulated multivariate global sensitivity analysis for complex computer models applied to agricultural simulators ⋮ A consistent test of independence based on a sign covariance related to Kendall's tau ⋮ Testing independence of functional variables by angle covariance ⋮ Kernel methods in machine learning ⋮ Least-squares independence regression for non-linear causal inference under non-Gaussian noise ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Unsupervised group matching with application to cross-lingual topic matching without alignment information ⋮ Distance-covariance-based tests for heteroscedasticity in nonlinear regressions ⋮ A kernel-based measure for conditional mean dependence ⋮ Statistical performance of optimal scoring in reproducing kernel Hilbert spaces ⋮ An efficient Gaussian kernel optimization based on centered kernel polarization criterion ⋮ Kernel Distribution Embeddings: Universal Kernels, Characteristic Kernels and Kernel Metrics on Distributions ⋮ Characteristic and Universal Tensor Product Kernels ⋮ A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces ⋮ Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel ⋮ A framework to uncover multiple alternative clusterings ⋮ Equivalence of distance-based and RKHS-based statistics in hypothesis testing ⋮ Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds ⋮ Sufficient variable selection using independence measures for continuous response ⋮ A fast algorithm for computing distance correlation ⋮ Estimations of singular functions of kernel cross-covariance operators ⋮ A new coefficient of correlation ⋮ COPICA -- independent component analysis via copula techniques ⋮ Optimal rates for independence testing via $U$-statistic permutation tests ⋮ Distance Metrics for Measuring Joint Dependence with Application to Causal Inference ⋮ A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models ⋮ Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening ⋮ Generating multiple alternative clusterings via globally optimal subspaces ⋮ Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence ⋮ Generalized twin Gaussian processes using Sharma-Mittal divergence ⋮ Multiview Alignment and Generation in CCA via Consistent Latent Encoding ⋮ Global sensitivity analysis with dependence measures ⋮ New improvements in the use of dependence measures for sensitivity analysis and screening ⋮ High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso ⋮ Global Sensitivity Analysis for Optimization with Variable Selection ⋮ A copula based ICA algorithm and its application to time series clustering ⋮ Kernel-based parameter estimation of dynamical systems with unknown observation functions ⋮ A new framework for distance and kernel-based metrics in high dimensions ⋮ Tests of zero correlation using modified RV coefficient for high-dimensional vectors ⋮ Statistical dependence: beyond Pearson's \(\rho\) ⋮ Distance multivariance: new dependence measures for random vectors ⋮ Model-based kernel sum rule: kernel Bayesian inference with probabilistic models ⋮ Unnamed Item ⋮ An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion ⋮ Global Sensitivity Analysis and Wasserstein Spaces ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A method for extracting nonlinear structure based on measures of dependence ⋮ Machine Learning for Metabolic Identification ⋮ High-dimensional variable screening through kernel-based conditional mean dependence ⋮ Optimization hierarchy for fair statistical decision problems ⋮ Local permutation tests for conditional independence ⋮ Goodness-of-fit testing for time series models via distance covariance
This page was built for publication: Algorithmic Learning Theory
