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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

In 1964 R.Gangolli published a L\'{e}vy-Khintchine type formula which characterised $K$ bi-invariant infinitely divisible probability measures on a symmetric space $G/K$. His main tool was Harish-Chandra's spherical functions which he used…

Probability · Mathematics 2013-05-22 David Applebaum , Anthony Dooley

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

A Hilbert space embedding for probability measures has recently been proposed, wherein any probability measure is represented as a mean element in a reproducing kernel Hilbert space (RKHS). Such an embedding has found applications in…

Machine Learning · Statistics 2010-03-04 Bharath K. Sriperumbudur , Kenji Fukumizu , Gert R. G. Lanckriet

The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…

Probability · Mathematics 2018-12-18 S. V. Ludkovsky

In supervised learning with distributional inputs in the two-stage sampling setup, relevant to applications like learning-based medical screening or causal learning, the inputs (which are probability distributions) are not accessible in the…

Machine Learning · Computer Science 2026-01-22 Christian Fiedler

We study the mixtures of factorizing probability distributions represented as visible marginal distributions in stochastic layered networks. We take the perspective of kernel transitions of distributions, which gives a unified picture of…

Machine Learning · Statistics 2012-11-06 Guido F. Montufar , Jason Morton

Involutive MCMC is a unifying mathematical construction for MCMC kernels that generalizes many classic and state-of-the-art MCMC algorithms, from reversible jump MCMC to kernels based on deep neural networks. But as with MCMC samplers more…

Computation · Statistics 2020-07-22 Marco Cusumano-Towner , Alexander K. Lew , Vikash K. Mansinghka

We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…

Probability · Mathematics 2025-12-30 Raúl Gouet , Miguel Lafuente , F. Javier López , Gerardo Sanz

We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…

Machine Learning · Statistics 2014-11-26 Ernesto De Vito , Lorenzo Rosasco , Alessandro Toigo

We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…

Machine Learning · Computer Science 2026-02-03 Dmitrij Schlesinger , Boris Flach , Alexander Shekhovtsov

This paper reviews the checkered history of predictive distributions in statistics and discusses two developments, one from recent literature and the other new. The first development is bringing predictive distributions into machine…

Machine Learning · Computer Science 2017-10-25 Vladimir Vovk , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

Local polynomial density (LPD) estimators are widely used for inference on boundary features of the density function. Contrary to conventional wisdom, we show that kernel choice substantially affects efficiency. Theory, simulations, and…

Econometrics · Economics 2026-01-08 Shunsuke Imai , Yuta Okamoto

An infinitely wide model is a weighted integration $\int \varphi(x,v) d \mu(v)$ of feature maps. This model excels at handling an infinite number of features, and thus it has been adopted to the theoretical study of deep learning. Kernel…

Machine Learning · Statistics 2020-07-08 Sho Sonoda

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

Probability · Mathematics 2011-11-10 Lancelot F. James

We study reproducing kernels, and associated reproducing kernel Hilbert spaces (RKHSs) $\mathscr{H}$ over infinite, discrete and countable sets $V$. In this setting we analyze in detail the distributions of the corresponding Dirac…

Functional Analysis · Mathematics 2015-01-13 Palle Jorgensen , Feng Tian

This paper introduces a novel kernel density estimator (KDE) based on the generalised exponential (GE) distribution, designed specifically for positive continuous data. The proposed GE KDE offers a mathematically tractable form that avoids…

Methodology · Statistics 2026-02-18 Laura M. Craig , Wagner Barreto-Souza

We investigate how the training curve of isotropic kernel methods depends on the symmetry of the task to be learned, in several settings. (i) We consider a regression task, where the target function is a Gaussian random field that depends…

Machine Learning · Computer Science 2020-12-16 Jonas Paccolat , Stefano Spigler , Matthieu Wyart

Fisher's linear discriminant analysis is a classical method for classification, yet it is limited to capturing linear features only. Kernel discriminant analysis as an extension is known to successfully alleviate the limitation through a…

Machine Learning · Statistics 2022-07-29 Jiae Kim , Yoonkyung Lee , Zhiyu Liang