Related papers: Nonuniform sampling, reproducing kernels, and the …
Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…
We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…
We consider frames F in a given Hilbert space, and we show that every F may be obtained in a constructive way from a reproducing kernel and an orthonormal basis in an ambient Hilbert space. The construction is operator-theoretic, building…
A methodological framework for ensemble-based estimation and simulation of high dimensional dynamical systems such as the oceanic or atmospheric flows is proposed. To that end, the dynamical system is embedded in a family of reproducing…
For three applications of central interest in finance, we demonstrate the relevance of numerical algorithms based on reproducing kernel Hilbert space (RKHS) techniques. Three use cases are investigated. First, we show that extrapolating…
We formalize the use of projections onto convex sets (POCS) for the reconstruction of signals from non-uniform samples in their highest generality. This covers signals in any Hilbert space $\mathscr H$, including multi-dimensional and…
In this note, we compute the reproducing kernel for the RKHS of functions on $\mathbb{R}^n$ in a sufficiently high Sobolev norm.
Compositional data, such as human gut microbiomes, consist of non-negative variables whose only the relative values to other variables are available. Analyzing compositional data such as human gut microbiomes needs a careful treatment of…
We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…
We present a general framework to learn functions in tensor product reproducing kernel Hilbert spaces (TP-RKHSs). The methodology is based on a novel representer theorem suitable for existing as well as new spectral penalties for tensors.…
We introduce a complex-valued counterpart of the representer theorem in machine learning. We study several learning and minimization problems in reproducing kernel Hilbert spaces (RKHSs), with the aim of identifying appropriate input-output…
Multiscale Models are known to be successful in uncovering and analyzing the structures in data at different resolutions. In the current work we propose a feature driven Reproducing Kernel Hilbert space (RKHS), for which the associated…
We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure…
We develop novel learning rates for conditional mean embeddings by applying the theory of interpolation for reproducing kernel Hilbert spaces (RKHS). We derive explicit, adaptive convergence rates for the sample estimator under the…
We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional nature of FAR processes, the existing literature addresses its…
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…
We study reproducing kernel Hilbert spaces introduced as ranges of generalized Ces\`aro-Hardy operators, in one real variable and in one complex variable. Such spaces can be seen as formed by absolutely continuous functions on the positive…
To help understand various reproducing kernels used in applied sciences, we investigate the inclusion relation of two reproducing kernel Hilbert spaces. Characterizations in terms of feature maps of the corresponding reproducing kernels are…
The success of deep convolutional architectures is often attributed in part to their ability to learn multiscale and invariant representations of natural signals. However, a precise study of these properties and how they affect learning…
Reproducing Kernel Hilbert spaces (RKHS) have been a very successful tool in various areas of machine learning. Recently, Barron spaces have been used to prove bounds on the generalisation error for neural networks. Unfortunately, Barron…