Related papers: On the use of reproducing kernel Hilbert spaces in…

In optimization, the natural gradient method is well-known for likelihood maximization. The method uses the Kullback-Leibler divergence, corresponding infinitesimally to the Fisher-Rao metric, which is pulled back to the parameter space of…

In this paper we study stochastic optimal control problems of fully coupled forward-backward stochastic differential equations (FBSDEs). The recursive cost functionals are defined by controlled fully coupled FBSDEs. We study two cases of…

We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

This article studies the problem of approximating functions belonging to a Hilbert space $H_d$ with an isotropic or anisotropic Gaussian reproducing kernel, $$ K_d(\bx,\bt) = \exp\left(-\sum_{\ell=1}^d\gamma_\ell^2(x_\ell-t_\ell)^2\right) \…

After a brief review of the definition of the Trudinger-Moser functions in dimension $N=2$ and some basic notions in the theory of ``Reproducing Kernel Hilbert Spaces (RKHS)'', we will show that there is a close connection between those two…

Small-Angle Neutron Scattering (SANS) data analysis often relies on fixed-width binning schemes that overlook variations in signal strength and structural complexity. We introduce a statistically grounded approach based on the…

Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…

In a recent paper, we presented a new definition of influences in product spaces of continuous distributions, and showed that analogues of the most fundamental results on discrete influences, such as the KKL theorem, hold for the new…

Distributional reinforcement learning improves performance by capturing environmental stochasticity, but a comprehensive theoretical understanding of its effectiveness remains elusive. In addition, the intractable element of the infinite…

We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then…

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…

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…

This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural SDEs with $N$ samples can be linked to the $N$-particle…

Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus…

Consider the binary classification problem of predicting a target variable $Y$ from a discrete feature vector $X = (X_1,...,X_d)$. When the probability distribution $\mathbb{P}(X,Y)$ is known, the optimal classifier, leading to the minimum…

This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…

We develop a general framework for isotropic functional Gaussian fields on the $d$-dimensional sphere $\mathbb{S}^{d}$, where the field takes values in a separable Hilbert space $\mathcal{H}$. We establish an operator-valued extension of…

We consider the statistical inverse problem of recovering a function $f: M \to \mathbb R$, where $M$ is a smooth compact Riemannian manifold with boundary, from measurements of general $X$-ray transforms $I_a(f)$ of $f$, corrupted by…

We establish the following Hilbert-space analogue of the Gleason-Kahane-\.Zelazko theorem. If $\mathcal{H}$ is a reproducing kernel Hilbert space with a normalized complete Pick kernel, and if $\Lambda$ is a linear functional on…