Kernel methods for independence measurement with coefficient constraints

DOI10.1142/S0219691314500064MaRDI QIDQ2874062zbMATH OpenOpenAlexFDO

Authors Heng Chen, Jitao Wu

Publication date 28 January 2014

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691314500064

zbMATH Keywords

coefficient constraintconstrained covarianceindependencekernel canonical correlation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites work

• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Classifiers of support vector machine type with \(\ell_1\) complexity regularization
• Convergence rate of kernel canonical correlation analysis
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• Learning Theory
• Support vector machines regression with l^1-regularizer

Cited in

(6)

• Large-scale kernel methods for independence testing
• Estimations of singular functions of kernel cross-covariance operators
• A kernel-based measure for conditional mean dependence
• Kernel methods for measuring independence
• Convergence rate of SVM for kernel-based robust regression
• Error analysis of the kernel regularized regression based on refined convex losses and RKBSs

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