The following pages link to Algorithmic Learning Theory (Q5395027):
Displayed 50 items.
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652) (← links)
- A fast algorithm for computing distance correlation (Q113800) (← links)
- A new coefficient of correlation (Q130047) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- Compressed labeling on distilled labelsets for multi-label learning (Q439035) (← links)
- Principal support vector machines for linear and nonlinear sufficient dimension reduction (Q449992) (← links)
- Least-squares independence regression for non-linear causal inference under non-Gaussian noise (Q479477) (← links)
- Independent component analysis by wavelets (Q619087) (← links)
- Statistical performance of optimal scoring in reproducing kernel Hilbert spaces (Q680400) (← links)
- Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds (Q716365) (← links)
- Generating multiple alternative clusterings via globally optimal subspaces (Q740590) (← links)
- Generalized twin Gaussian processes using Sharma-Mittal divergence (Q747261) (← links)
- Model-based kernel sum rule: kernel Bayesian inference with probabilistic models (Q782449) (← links)
- A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
- Ideal regularization for learning kernels from labels (Q889267) (← links)
- On a nonparametric notion of residual and its applications (Q899668) (← links)
- Kernel methods in machine learning (Q930651) (← links)
- A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
- Robust dependence measure for detecting associations in large data set (Q1636995) (← links)
- The randomized information coefficient: assessing dependencies in noisy data (Q1640393) (← links)
- An empirical study of the maximal and total information coefficients and leading measures of dependence (Q1647596) (← links)
- Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example (Q1662327) (← links)
- Large-scale kernel methods for independence testing (Q1702289) (← links)
- Emulated multivariate global sensitivity analysis for complex computer models applied to agricultural simulators (Q1722636) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Unsupervised group matching with application to cross-lingual topic matching without alignment information (Q1741302) (← links)
- An efficient Gaussian kernel optimization based on centered kernel polarization criterion (Q1750031) (← links)
- A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces (Q1755120) (← links)
- Canonical dependency analysis based on squared-loss mutual information (Q1942697) (← links)
- Estimations of singular functions of kernel cross-covariance operators (Q2029807) (← links)
- A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- A method for extracting nonlinear structure based on measures of dependence (Q2103283) (← links)
- High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
- Optimization hierarchy for fair statistical decision problems (Q2112802) (← links)
- Local permutation tests for conditional independence (Q2112818) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Minimax optimality of permutation tests (Q2119226) (← links)
- Adaptive test of independence based on HSIC measures (Q2131258) (← links)
- A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (Q2137578) (← links)
- Grouped feature importance and combined features effect plot (Q2172623) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding (Q2192319) (← links)
- Equitability, interval estimation, and statistical power (Q2218039) (← links)
- Centered kernel alignment inspired fuzzy support vector machine (Q2219356) (← links)
- Testing independence of functional variables by angle covariance (Q2222234) (← links)