Revisiting the predictive power of kernel principal components
نویسندگان
چکیده
In this short note, recent results on the predictive power of kernel principal component in a regression setting are extended two ways: (1) model-free setting, we relax conditional independence model assumption to obtain stronger result; and (2) is also infinite-dimensional setting.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.109019