Kernel mean embedding of distributions: A review and beyond
A Hilbert space embedding of a distribution—in short, a kernel mean embedding—has
recently emerged as a powerful tool for machine learning and statistical inference. The basic …
recently emerged as a powerful tool for machine learning and statistical inference. The basic …
Gaussian processes and kernel methods: A review on connections and equivalences
This paper is an attempt to bridge the conceptual gaps between researchers working on the
two widely used approaches based on positive definite kernels: Bayesian learning or …
two widely used approaches based on positive definite kernels: Bayesian learning or …
Sampling permutations for shapley value estimation
Game-theoretic attribution techniques based on Shapley values are used to interpret black-
box machine learning models, but their exact calculation is generally NP-hard, requiring …
box machine learning models, but their exact calculation is generally NP-hard, requiring …
On the equivalence between kernel quadrature rules and random feature expansions
F Bach - Journal of machine learning research, 2017 - jmlr.org
We show that kernel-based quadrature rules for computing integrals can be seen as a
special case of random feature expansions for positive definite kernels, for a particular …
special case of random feature expansions for positive definite kernels, for a particular …
Interpreting black box predictions using fisher kernels
Research in both machine learning and psychology suggests that salient examples can help
humans to interpret learning models. To this end, we take a novel look at black box …
humans to interpret learning models. To this end, we take a novel look at black box …
Probabilistic integration
A research frontier has emerged in scientific computation, wherein discretisation error is
regarded as a source of epistemic uncertainty that can be modelled. This raises several …
regarded as a source of epistemic uncertainty that can be modelled. This raises several …
Sampling-based Nyström approximation and kernel quadrature
We analyze the Nyström approximation of a positive definite kernel associated with a
probability measure. We first prove an improved error bound for the conventional Nyström …
probability measure. We first prove an improved error bound for the conventional Nyström …
Distributed auxiliary particle filtering with diffusion strategy for target tracking: A dynamic event-triggered approach
This paper investigates the particle filtering problem for a class of nonlinear/non-Gaussian
systems under the dynamic event-triggered protocol. In order to avert frequent data …
systems under the dynamic event-triggered protocol. In order to avert frequent data …
Monte Carlo with determinantal point processes
R Bardenet, A Hardy - 2020 - projecteuclid.org
We show that repulsive random variables can yield Monte Carlo methods with faster
convergence rates than the typical N^-1/2, where N is the number of integrand evaluations …
convergence rates than the typical N^-1/2, where N is the number of integrand evaluations …
Compressed Monte Carlo with application in particle filtering
Bayesian models have become very popular over the last years in several fields such as
signal processing, statistics, and machine learning. Bayesian inference requires the …
signal processing, statistics, and machine learning. Bayesian inference requires the …