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Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in…

Functional Analysis · Mathematics 2017-07-27 Palle Jorgensen , Feng Tian

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…

Machine Learning · Statistics 2025-04-21 Armin Iske

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

We study classes of reproducing kernels $K$ on general domains; these are kernels which arise commonly in machine learning models; models based on certain families of reproducing kernel Hilbert spaces. They are the positive definite kernels…

Functional Analysis · Mathematics 2017-08-22 Palle Jorgensen , Feng Tian

We give two new global and algorithmic constructions of the reproducing kernel Hilbert space associated to a positive definite kernel. We further present ageneral positive definite kernel setting using bilinear forms, and we provide new…

Functional Analysis · Mathematics 2020-11-20 Daniel Alpay , Palle Jorgensen

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…

Machine Learning · Statistics 2024-11-13 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…

Functional Analysis · Mathematics 2019-02-26 Palle Jorgensen , Feng Tian

Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces where all the evaluation functionals are linear and bounded. They are in one-to-one correspondence with positive definite maps called kernels. Stable RKHSs enjoy the…

Systems and Control · Electrical Eng. & Systems 2023-05-04 Mauro Bisiacco , Gianluigi Pillonetto

An extension of reproducing kernel Hilbert space (RKHS) theory provides a new framework for modeling functional regression models with functional responses. The approach only presumes a general nonlinear regression structure as opposed to…

Statistics Theory · Mathematics 2008-12-17 Heng Lian

Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces in one-to-one correspondence with positive definite maps called kernels. They are widely employed in machine learning to reconstruct unknown functions from sparse and…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Mauro Bisiacco , Gianluigi Pillonetto

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 develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

Methodology · Statistics 2021-07-20 Rui Tuo , Shiyuan He , Arash Pourhabib , Yu Ding , Jianhua Z. Huang

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely…

Machine Learning · Statistics 2025-06-24 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K. Sriperumbudur

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

Reproducing kernel Hilbert spaces (RKHSs) are key spaces for machine learning that are becoming popular also for linear system identification. In particular, the so-called stable RKHSs can be used to model absolutely summable impulse…

Machine Learning · Computer Science 2020-05-07 Mauro Bisiacco , Gianluigi Pillonetto
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