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We analyze the notion of reproducing pair of weakly measurable functions, which generalizes that of continuous frame. We show, in particular, that each reproducing pair generates two Hilbert spaces, conjugate dual to each other. Several…

Functional Analysis · Mathematics 2016-03-09 Jean-Pierre Antoine , Michael Speckbacher , Camillo Trapani

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 inference using Gaussian processes on the one side, and…

Machine Learning · Statistics 2018-07-10 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K Sriperumbudur

Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a…

Functional Analysis · Mathematics 2024-08-21 Palle E. T. Jorgensen , James Tian

We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…

Statistics Theory · Mathematics 2014-01-06 Nate Strawn , Artin Armagan , Rayan Saab , Lawrence Carin , David Dunson

Indefinite inner product spaces of entire functions and functions analytic inside a disk are considered and their completeness studied. Spaces induced by the rotation invariant reproducing kernels in the form of the generalized…

Complex Variables · Mathematics 2007-05-23 Dmitry B. Karp

In Bayesian nonparametric models, Gaussian processes provide a popular prior choice for regression function estimation. Existing literature on the theoretical investigation of the resulting posterior distribution almost exclusively assume a…

Statistics Theory · Mathematics 2015-03-06 Debdeep Pati , Anirban Bhattacharya , Guang Cheng

Gaussian Radial Basis Function (RBF) Kernels are the most-often-employed kernels in artificial intelligence and machine learning routines for providing optimally-best results in contrast to their respective counter-parts. However, a little…

Machine Learning · Computer Science 2023-12-19 Himanshu Singh

In this paper, we illustrate the effectiveness of reproducing kernel Hilbert space techniques in the study of composition operators. For weighted Hardy spaces on the unit disk, we characterize the composition operators whose adjoint is…

Functional Analysis · Mathematics 2026-01-28 Preeti Kumari , P. Muthukumar , Antti Rasila

Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Methodology · Statistics 2026-03-24 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

The frequentist behavior of nonparametric Bayes estimates, more specifically, rates of contraction of the posterior distributions to shrinking $L^r$-norm neighborhoods, $1\le r\le\infty$, of the unknown parameter, are studied. A theorem for…

Statistics Theory · Mathematics 2012-03-12 Evarist Giné , Richard Nickl

Additive models play an important role in semiparametric statistics. This paper gives learning rates for regularized kernel based methods for additive models. These learning rates compare favourably in particular in high dimensions to…

Machine Learning · Statistics 2014-05-15 Andreas Christmann , Ding-Xuan Zhou

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…

Statistics Theory · Mathematics 2019-10-07 Thi Thien Trang Bui , J-M Loubes , Laurent Risser , Patricia Balaresque

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…

Functional Analysis · Mathematics 2016-01-28 Palle Jorgensen , Feng Tian

We propose a novel Bayesian nonparametric method for hierarchical modelling on a set of related density functions, where grouped data in the form of samples from each density function are available. Borrowing strength across the groups is a…

Computation · Statistics 2014-10-31 G. S. Rodrigues , David J. Nott , S. A. Sisson

Kernel based methods have shown effective performance in many remote sensing classification tasks. However their performance significantly depend on its hyper-parameters. The conventional technique to estimate the parameter comes with high…

Machine Learning · Statistics 2018-04-17 Bharath Bhushan Damodaran

We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…

In this paper we introduce reproducing kernel Hilbert spaces of polyanalytic functions of infinite order. First we study in details the counterpart of the Fock space and related results in this framework. In this case the kernel function is…

Complex Variables · Mathematics 2021-12-30 Daniel Alpay , Fabrizio Colombo , Kamal Diki , Irene Sabadini

It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…

Optimization and Control · Mathematics 2022-10-14 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan