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This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

Optimization and Control · Mathematics 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…

Numerical Analysis · Mathematics 2019-05-03 Toni Karvonen , Simo Särkkä

Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-17 Reginald Christian Bernardo , Jackson Levi Said

Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings,…

Machine Learning · Statistics 2026-05-08 Daniel López-Montero , Antonio Álvarez-López , Marcos Matabuena

Given a point set $P\subset \mathbb{R}^d$, the kernel density estimate of $P$ is defined as \[ \overline{\mathcal{G}}_P(x) = \frac{1}{\left|P\right|}\sum_{p\in P}e^{-\left\lVert x-p \right\rVert^2} \] for any $x\in\mathbb{R}^d$. We study…

Data Structures and Algorithms · Computer Science 2022-02-22 Wai Ming Tai

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin

Kernel methods are a cornerstone of classical machine learning. The idea of using quantum computers to compute kernels has recently attracted attention. Quantum embedding kernels (QEKs) constructed by embedding data into the Hilbert space…

Bursts of images exhibit significant self-similarity across both time and space. This motivates a representation of the kernels as linear combinations of a small set of basis elements. To this end, we introduce a novel basis prediction…

Computer Vision and Pattern Recognition · Computer Science 2020-12-04 Zhihao Xia , Federico Perazzi , Michaël Gharbi , Kalyan Sunkavalli , Ayan Chakrabarti

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

Kernel methods in Quantum Machine Learning (QML) have recently gained significant attention as a potential candidate for achieving a quantum advantage in data analysis. Among other attractive properties, when training a kernel-based model…

Quantum Physics · Physics 2024-04-16 Supanut Thanasilp , Samson Wang , M. Cerezo , Zoë Holmes

The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…

Statistics Theory · Mathematics 2013-03-07 Victoria Zinde-Walsh

In this paper we propose a family of tractable kernels that is dense in the family of bounded positive semi-definite functions (i.e. can approximate any bounded kernel with arbitrary precision). We start by discussing the case of stationary…

Machine Learning · Statistics 2015-10-13 Yves-Laurent Kom Samo , Stephen Roberts

We construct approximate Fekete point sets for kernel-based interpolation by maximising the determinant of a kernel Gram matrix obtained via truncation of an orthonormal expansion of the kernel. Uniform error estimates are proved for kernel…

Numerical Analysis · Mathematics 2020-06-23 Toni Karvonen , Simo Särkkä , Ken'ichiro Tanaka

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

This work tackles the target detection problem through the well-known global RX method. The RX method models the clutter as a multivariate Gaussian distribution, and has been extended to nonlinear distributions using kernel methods. While…

Computer Vision and Pattern Recognition · Computer Science 2020-12-24 Fatih Nar , Adrián Pérez-Suay , José Antonio Padrón , Gustau Camps-Valls

In this work we study the estimation of the density of a totally positive random vector. Total positivity of the distribution of a random vector implies a strong form of positive dependence between its coordinates and, in particular, it…

Statistics Theory · Mathematics 2023-05-10 Ali Zartash , Elina Robeva

This work studies the problem of estimating a two-dimensional superposition of point sources or spikes from samples of their convolution with a Gaussian kernel. Our results show that minimizing a continuous counterpart of the $\ell_1$ norm…

Numerical Analysis · Mathematics 2020-08-05 Joseph McDonald , Brett Bernstein , Carlos Fernandez-Granda

Nuclear Magnetic Resonance (NMR) spectroscopy, which is modeled as the sum of damped exponential signals, has become an indispensable tool in various scenarios, such as the structure and function determination, chemical analysis, and…

Medical Physics · Physics 2020-11-17 Tianyu Qiu , Wenjing Liao , Di Guo , Dongbao Liu , Xin Wang , Jian-Feng Cai , Xiaobo Qu

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

Kernel adaptive filters, a class of adaptive nonlinear time-series models, are known by their ability to learn expressive autoregressive patterns from sequential data. However, for trivial monotonic signals, they struggle to perform…

Machine Learning · Statistics 2017-07-14 Felipe Tobar