Related papers: Harmonizable mixture kernels with variational Four…
We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…
Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…
As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…
In this paper, we critically examine the prevalent practice of using additive mixtures of Mat\'ern kernels in single-output Gaussian process (GP) models and explore the properties of multiplicative mixtures of Mat\'ern kernels for…
Incorporating spatial information into hyperspectral unmixing procedures has been shown to have positive effects, due to the inherent spatial-spectral duality in hyperspectral scenes. Current research works that consider spatial information…
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…
With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of…
This paper presents a new approach to the analysis of mixed processes \[X_t=B_t+G_t,\qquad t\in[0,T],\] where $B_t$ is a Brownian motion and $G_t$ is an independent centered Gaussian process. We obtain a new canonical innovation…
This work is focused on constructing space-time covariance functions through a hierarchical mixture approach that can serve as building blocks for capturing complex dependency structures. This hierarchical mixture approach provides a…
In the last few years, various types of machine learning algorithms, such as Support Vector Machine (SVM), Support Vector Regression (SVR), and Non-negative Matrix Factorization (NMF) have been introduced. The kernel approach is an…
Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…
New integral kernels describing the full-wave dielectric response of Maxwellian tokamak plasmas are presented. They realistically account for the rotational transform and for wave dispersion in presence of equilibrium magnetic field…
In this paper, we introduce heat kernel coupling (HKC) as a method of constructing multimodal spectral geometry on weighted graphs of different size without vertex-wise bijective correspondence. We show that Laplacian averaging can be…
There is currently a huge effort to understand the potential and limitations of variational quantum machine learning (QML) based on the optimization of parameterized quantum circuits. Recent proposals toward dequantizing variational QML…
Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…
Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and…
The support vector machine (SVM) is a supervised learning algorithm that finds a maximum-margin linear classifier, often after mapping the data to a high-dimensional feature space via the kernel trick. Recent work has demonstrated that in…
Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…