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We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of…

Mathematical Finance · Quantitative Finance 2025-06-05 Andreas Celary , Paul Krühner , Zehra Eksi

Multi-kernel learning (MKL) has been widely used in function approximation tasks. The key problem of MKL is to combine kernels in a prescribed dictionary. Inclusion of irrelevant kernels in the dictionary can deteriorate accuracy of MKL,…

Machine Learning · Computer Science 2021-02-10 Pouya M Ghari , Yanning Shen

We show that polynomials do not belong to the reproducing kernel Hilbert space of infinitely differentiable translation-invariant kernels whose spectral measures have moments corresponding to a determinate moment problem. Our proof is based…

Statistics Theory · Mathematics 2021-08-13 Holger Dette , Anatoly Zhigljavsky

Hilbertian kernel methods and their positive semidefinite kernels have been extensively used in various fields of applied mathematics and machine learning, owing to their several equivalent characterizations. We here unveil an analogy with…

Functional Analysis · Mathematics 2023-01-10 Pierre-Cyril Aubin-Frankowski , Stéphane Gaubert

We describe those reproducing kernel Hilbert spaces of holomorphic functions on domains in ${\Bbb C}^d$ for which an analogue of the Nevanlinna-Pick theorem holds, in other words when the existence of a (possibly matrix-valued) function in…

Functional Analysis · Mathematics 2016-10-07 Jim Agler , John E. McCarthy

The role of kernels is central to machine learning. Motivated by the importance of power-law distributions in statistical modeling, in this paper, we propose the notion of power-law kernels to investigate power-laws in learning problem. We…

Machine Learning · Computer Science 2013-04-02 Debarghya Ghoshdastidar , Ambedkar Dukkipati

Kernel approximation methods create explicit, low-dimensional kernel feature maps to deal with the high computational and memory complexity of standard techniques. This work studies a supervised kernel learning methodology to optimize such…

Machine Learning · Computer Science 2020-02-17 Mert Al , Zejiang Hou , Sun-Yuan Kung

A multilevel kernel-based interpolation method, suitable for moderately high-dimensional function interpolation problems, is proposed. The method, termed multilevel sparse kernel-based interpolation (MLSKI, for short), uses both level-wise…

Numerical Analysis · Mathematics 2012-04-19 Emmanuil H. Georgoulis , Jeremy Levesley , Fazli Subhan

Quantum kernel methods leverage a kernel function computed by embedding input information into the Hilbert space of a quantum system. However, large Hilbert spaces can hinder generalization capability, and the scalability of quantum kernels…

Quantum Physics · Physics 2024-04-16 Rodrigo Martínez-Peña , Miguel C. Soriano , Roberta Zambrini

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2022-01-20 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

We present eigenvalue decay estimates of integral operators associated with compositional dot-product kernels. The estimates improve on previous ones established for power series kernels on spheres. This allows us to obtain the volumes of…

Machine Learning · Statistics 2021-03-01 Meyer Scetbon , Zaid Harchaoui

In recent years, various kernels have been proposed in the context of persistent homology to deal with persistence diagrams in supervised learning approaches. In this paper, we consider the idea of variably scaled kernels, for approximating…

Numerical Analysis · Mathematics 2022-02-22 Stefano De Marchi , Federico Lot , Francesco Marchetti , Davide Poggiali

Despite the increasing importance of stochastic processes on linear networks and graphs, current literature on multivariate (vector-valued) Gaussian random fields on metric graphs is elusive. This paper challenges several aspects related to…

Statistics Theory · Mathematics 2025-01-20 Tobia Filosi , Emilio Porcu , Xavier Emery , Claudio Agostinelli , Alfredo Alegrìa

We find probability error bounds for approximations of functions $f$ in a separable reproducing kernel Hilbert space $\mathcal{H}$ with reproducing kernel $K$ on a base space $X$, firstly in terms of finite linear combinations of functions…

Numerical Analysis · Mathematics 2024-02-26 Ata Deniz Aydin , Aurelian Gheondea

In this paper, we study random sampling on reproducing kernel space $V$, which is a range of an idempotent integral operator. Under certain decay condition on the integral kernel, we show that any element in $V$ can be approximated by an…

Functional Analysis · Mathematics 2022-09-16 Dhiraj Patel , Sivananthan Sampath

We discuss the notion of optimal polynomial approximants in multivariable reproducing kernel Hilbert spaces. In particular, we analyze difficulties that arise in the multivariable case which are not present in one variable, for example, a…

Complex Variables · Mathematics 2022-05-03 Meredith Sargent , Alan Sola

In this paper we present a new algorithm for multivariate interpolation of scattered data sets lying in convex domains $\Omega \subseteq \RR^N$, for any $N \geq 2$. To organize the points in a multidimensional space, we build a $kd$-tree…

Numerical Analysis · Mathematics 2014-09-22 Roberto Cavoretto , Alessandra De Rossi , Emma Perracchione

Learning representations of nodes in a low dimensional space is a crucial task with numerous interesting applications in network analysis, including link prediction, node classification, and visualization. Two popular approaches for this…

Social and Information Networks · Computer Science 2022-08-10 Abdulkadir Celikkanat , Yanning Shen , Fragkiskos D. Malliaros

We consider quasi-interpolation with a main application in radial basis function approximations and compression in this article. Constructing and using these quasi-interpolants, we consider wavelet and compression-type approximations from…

Numerical Analysis · Mathematics 2024-07-09 Martin Buhmann , Feng Dai

We derive necessary density conditions for sampling and for interpolation in general reproducing kernel Hilbert spaces satisfying some natural conditions on the geometry of the space and the reproducing kernel. If the volume of shells is…

Functional Analysis · Mathematics 2018-04-03 Hartmut Führ , Karlheinz Gröchenig , Antti Haimi , Andreas Klotz , José Luis Romero
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