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The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

Numerical Analysis · Mathematics 2021-04-02 Toni Karvonen , Chris J. Oates , Mark Girolami

This work tackles the target detection problem through the well-known global RX method. The RX method models the clutter as a multivariate Gaussian distribution, and has been extended to nonlinear distributions using kernel methods. While…

Computer Vision and Pattern Recognition · Computer Science 2020-12-24 Fatih Nar , Adrián Pérez-Suay , José Antonio Padrón , Gustau Camps-Valls

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

We address three key challenges in learning continuous kernel representations: computational efficiency, parameter efficiency, and spectral bias. Continuous kernels have shown significant potential, but their practical adoption is often…

Machine Learning · Computer Science 2024-09-17 Clayton Harper , Luke Wood , Peter Gerstoft , Eric C. Larson

Image filters are fast, lightweight and effective, which make these conventional wisdoms preferable as basic tools in vision tasks. In practical scenarios, users have to tweak parameters multiple times to obtain satisfied results. This…

Computer Vision and Pattern Recognition · Computer Science 2022-03-02 Fu Lee Wang , Yidan Feng , Haoran Xie , Gary Cheng , Mingqiang Wei

This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and…

Machine Learning · Statistics 2018-07-10 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K Sriperumbudur

2-D complex Gabor filtering has found numerous applications in the fields of computer vision and image processing. Especially, in some applications, it is often needed to compute 2-D complex Gabor filter bank consisting of the 2-D complex…

Computer Vision and Pattern Recognition · Computer Science 2017-04-19 Suhyuk Um , Jaeyoon Kim , Dongbo Min

We prove new explicit upper bounds on the leverage scores of Fourier sparse functions under both the Gaussian and Laplace measures. In particular, we study $s$-sparse functions of the form $f(x) = \sum_{j=1}^s a_j e^{i \lambda_j x}$ for…

Data Structures and Algorithms · Computer Science 2021-07-09 Tamás Erdélyi , Cameron Musco , Christopher Musco

Deep cosmic microwave background polarization experiments allow a very precise internal reconstruction of the gravitational lensing signal in pricinple. For this aim, likelihood-based or Bayesian methods are typically necessary, where very…

Cosmology and Nongalactic Astrophysics · Physics 2023-10-25 Martin Reinecke , Sebastian Belkner , Julien Carron

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

Machine Learning · Statistics 2019-02-12 Zoltan Szabo , Bharath K. Sriperumbudur

In this paper we present a new fast and accurate method for Radial Basis Function (RBF) approximation, including interpolation as a special case, which enables us to effectively find the optimal value of the RBF shape parameter. In…

Numerical Analysis · Mathematics 2023-11-09 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti

A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential…

Machine Learning · Statistics 2021-04-20 Cristian Guarnizo , Mauricio A. Álvarez

Recent works have derived neural networks with online correlation-based learning rules to perform \textit{kernel similarity matching}. These works applied existing linear similarity matching algorithms to nonlinear features generated with…

Neural and Evolutionary Computing · Computer Science 2022-04-18 Kyle Luther , H. Sebastian Seung

For the purpose of maximum likelihood estimation of static parameters, we apply a kernel smoother to the particles in the standard SIR filter for non-linear state space models with additive Gaussian observation noise. This reduces the Monte…

Computation · Statistics 2015-05-07 Tore Selland Kleppe , Hans Julius Skaug

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

Machine Learning · Computer Science 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…

Numerical Analysis · Mathematics 2022-03-11 Zezhong Zhang , Richard Archibald , Feng Bao

We provide a rigorous convergence proof demonstrating that the well-known semi-analytical Fourier cosine (COS) formula for the inverse Fourier transform of continuous probability distributions can be extended to discrete probability…

Numerical Analysis · Mathematics 2024-10-10 Xiaoyu Shen , Fang Fang , Chengguang Liu
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