reproducing kernel Hilbert space

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papersSEP 10 04:00 UTC

MiNCE: Consistent Confidence Envelopes for Band-Limited Functions Introduced in New Paper

A new arXiv preprint presents MiNCE, a minimum-norm method for constructing nonparametric, simultaneous confidence regions around band-limited functions and their smoothed spectra. The approach draws on reproducing kernel Hilbert space theory to deliver confidence envelopes that are valid for finite samples and provably strongly consistent.

research/uncertainty/statistics/rkhs