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In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the…

Probability · Mathematics 2016-11-11 Carlos E. González-Guillén , Carlos Palazuelos , Ignacio Villanueva

The 2-Wasserstein distance (or RMS distance) is a useful measure of similarity between probability distributions that has exciting applications in machine learning. For discrete distributions, the problem of computing this distance can be…

Computational Geometry · Computer Science 2020-07-17 Nathaniel Lahn , Sharath Raghvendra

Motivated by questions of manifold learning, we study a sequence of random manifolds, generated by embedding a fixed, compact manifold $M$ into Euclidean spheres of increasing dimension via a sequence of Gaussian mappings. One of the…

Probability · Mathematics 2016-08-09 Robert J. Adler , Sunder Ram Krishnan , Jonathan E. Taylor , Shmuel Weinberger

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…

Machine Learning · Computer Science 2024-10-24 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

We present a novel diffusion scheme for online kernel-based learning over networks. So far, a major drawback of any online learning algorithm, operating in a reproducing kernel Hilbert space (RKHS), is the need for updating a growing number…

Machine Learning · Computer Science 2018-03-14 Pantelis Bouboulis , Symeon Chouvardas , Sergios Theodoridis

In this work, we present formulations for regularized Kullback-Leibler and R\'enyi divergences via the Alpha Log-Determinant (Log-Det) divergences between positive Hilbert-Schmidt operators on Hilbert spaces in two different settings,…

Machine Learning · Statistics 2022-07-19 Minh Ha Quang

Kernel mean embeddings -- integrals of a kernel with respect to a probability distribution -- are essential in Bayesian quadrature, but also widely used in other computational tools for numerical integration or for statistical inference…

Machine Learning · Statistics 2025-04-29 François-Xavier Briol , Alexandra Gessner , Toni Karvonen , Maren Mahsereci

We focus on kernel methods for set-valued inputs and their application to Bayesian set optimization, notably combinatorial optimization. We investigate two classes of set kernels that both rely on Reproducing Kernel Hilbert Space…

Machine Learning · Statistics 2020-03-11 Poompol Buathong , David Ginsbourger , Tipaluck Krityakierne

We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that…

Machine Learning · Computer Science 2012-03-19 Yutian Chen , Max Welling , Alex Smola

This paper proposes and studies a numerical method for approximation of posterior expectations based on interpolation with a Stein reproducing kernel. Finite-sample-size bounds on the approximation error are established for posterior…

Statistics Theory · Mathematics 2022-01-12 Alessandro Barp , Chris. J. Oates , Emilio Porcu , Mark Girolami

This paper explores methods for estimating or approximating the total variation distance and the chi-squared divergence of probability measures within topological sample spaces, using independent and identically distributed samples. Our…

Information Theory · Computer Science 2023-12-20 Chong Xiao Wang , Wee Peng Tay

We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation error if the data are collected from long-term ergodic…

Dynamical Systems · Mathematics 2023-12-20 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz , Feliks Nüske

We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes…

Machine Learning · Statistics 2019-08-19 Yitong Sun , Anna Gilbert , Ambuj Tewari

The computation of (i) $\varepsilon$-kernels, (ii) approximate diameter, and (iii) approximate bichromatic closest pair are fundamental problems in geometric approximation. In this paper, we describe new algorithms that offer significant…

Computational Geometry · Computer Science 2017-04-03 Sunil Arya , Guilherme D. da Fonseca , David M. Mount

This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating $P\ast\mathcal{N}_\sigma$, for $\mathcal{N}_\sigma\triangleq\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$, by…

Statistics Theory · Mathematics 2020-05-04 Ziv Goldfeld , Kristjan Greenewald , Yury Polyanskiy , Jonathan Weed

We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth…

Systems and Control · Electrical Eng. & Systems 2021-08-03 Emilio T. Maddalena , Paul Scharnhorst , Colin N. Jones

We give the first differentially private algorithms that estimate a variety of geometric features of points in the Euclidean space, such as diameter, width, volume of convex hull, min-bounding box, min-enclosing ball etc. Our work relies…

Data Structures and Algorithms · Computer Science 2025-12-29 Yue Gao , Or Sheffet

A random geometric graph (RGG) with kernel $K$ is constructed by first sampling latent points $x_1,\ldots,x_n$ independently and uniformly from the $d$-dimensional unit sphere, then connecting each pair $(i,j)$ with probability $K(\langle…

Probability · Mathematics 2026-02-17 Cheng Mao , Yihong Wu , Jiaming Xu

We consider conditions on a given system $\mathcal{F}$ of vectors in Hilbert space $\mathcal{H}$, forming a frame, which turn $\mathcal{H}$ into a reproducing kernel Hilbert space. It is assumed that the vectors in $\mathcal{F}$ are…

Functional Analysis · Mathematics 2016-06-16 Palle E. T. Jorgensen , Myung-Sin Song

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo