Related papers: On S-Finite Measures and Kernels
Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of…
Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…
We first define the coarse-graining of probability measures in terms of stochastic kernels. We define when a probability measure is part of another probability measure and say that two probability measures coexist if they are both parts of…
We introduce the categories of quasi-measurable spaces, which are slight generalizations of the category of quasi-Borel spaces, where we now allow for general sample spaces and less restrictive random variables, spaces and maps. We show…
The structure of transformation semigroups on a finite set is analyzed by introducing a hierarchy of functions mapping subsets to subsets. The resulting hierarchy of semigroups has a corresponding hierarchy of minimal ideals, or kernels.…
This paper introduces a categorical framework to study the exact and approximate semantics of probabilistic programs. We construct a dagger symmetric monoidal category of Borel kernels where the dagger-structure is given by Bayesian…
We give an adequate denotational semantics for languages with recursive higher-order types, continuous probability distributions, and soft constraints. These are expressive languages for building Bayesian models of the kinds used in…
We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…
The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…
This paper investigates the relationship between various measure-theoretic properties of U-statistics with fixed sample size $N$ and the same properties of their kernels. Specifically, the random variables are replaced with elements in some…
The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…
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 show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…
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…
This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…
We investigate the computational properties of basic mathematical notions pertaining to $\mathbb{R}\rightarrow \mathbb{R}$-functions and subsets of $\mathbb{R}$, like finiteness, countability, (absolute) continuity, bounded variation,…
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 introduce higher-order Stein kernels relative to the standard Gaussian measure, which generalize the usual Stein kernels by involving higher-order derivatives of test functions. We relate the associated discrepancies to various metrics…
Although regular conditional distributions (r.c.d.) are well-defined and widely used measure-theoretic objects, they can violate our intuition from the classical definition of a conditional probability given an event. For that purpose, the…
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton…