activity
20182026
most citedWhen is Importance Weighting Correction Needed for Covariate Shift Adaptation?

2 citations · 2 across the 7 of their papers we have counts for

collaborators

15 papers

cs.LG2026

Machine-Learning Emulation of Satellite Greenhouse Gas Retrievals: Stability over Time

Nugzar Gognadze, Motonobu Kanagawa, Yu Someya +1

Retrieval algorithms are used to estimate atmospheric concentrations of greenhouse gases (GHGs), such as carbon dioxide (CO2) and methane (CH4), by solving inverse problems from hi…

cs.LG2026

Predictive Uncertainty in Short-Term PV Forecasting under Missing Data: A Multiple Imputation Approach

Parastoo Pashmchi, Jérôme Benoit, Motonobu Kanagawa

Missing values are common in photovoltaic (PV) power data, yet the uncertainty they induce is not propagated into predictive distributions. We develop a framework that incorporates…

stat.ML2025

kNNSampler: Stochastic Imputations for Recovering Missing Value Distributions

Parastoo Pashmchi, Jérôme Benoit, Motonobu Kanagawa

We study a missing-value imputation method, termed kNNSampler, that imputes a given unit's missing response by randomly sampling from the observed responses of the most similar…

stat.ML2025

Gaussian Processes and Reproducing Kernel Hilbert Spaces: Connections and Equivalences

Motonobu Kanagawa, Philipp Hennig, Dino Sejdinovic +1

This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using rep…

stat.ME2024

Variable Selection for Comparing High-dimensional Time-Series Data

Kensuke Mitsuzawa, Margherita Grossi, Stefano Bortoli +1

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significant…

stat.ML2024

Fast Computation of Leave-One-Out Cross-Validation for -NN Regression

Motonobu Kanagawa

We describe a fast computation method for leave-one-out cross-validation (LOOCV) for -nearest neighbours (-NN) regression. We show that, under a tie-breaking condition for ne…