Related papers: On Construction of Higher Order Kernels Using Four…

Covariance functions and variograms play a fundamental role in exploratory analysis and statistical modelling of spatial and spatio-temporal datasets. In this paper, we construct a new class of spatial covariance functions using the Fourier…

Under the frequency domain framework for weakly dependent functional time series, a key element is the spectral density kernel which encapsulates the second-order dynamics of the process. We propose a class of spectral density kernel…

The use of covariance kernels is ubiquitous in the field of spatial statistics. Kernels allow data to be mapped into high-dimensional feature spaces and can thus extend simple linear additive methods to nonlinear methods with higher order…

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time.…

In this short letter we present the construction of a bi-stochastic kernel p for an arbitrary data set X that is derived from an asymmetric affinity function {\alpha}. The affinity function {\alpha} measures the similarity between points in…

We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which is repeatedly observed at discrete, synchronous design…

We define a higher-order generalisation of the CPM construction based on arbitrary finite abelian group symmetries of symmetric monoidal categories. We show that our new construction is functorial, and that its closure under iteration can…

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…

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…

Building spatial process models that capture nonstationary behavior while delivering computationally efficient inference is challenging. Nonstationary spatially varying kernels (see, e.g., Paciorek, 2003) offer flexibility and richness, but…

Higher-order learning is fundamentally rooted in exploiting compositional features. It clearly hinges on enriching the representation by more elaborate interactions of the data which, in turn, tends to increase the model complexity of…

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve…

The use of kernel functions is a common technique to extract important features from data sets. A quantum computer can be used to estimate kernel entries as transition amplitudes of unitary circuits. Quantum kernels exist that, subject to…

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

In this paper, a new two-parameter family of regularized kernels is introduced, suitable for applying high-order time stepping to N-body systems. These high-order kernels are derived by truncating a Taylor expansion of the non-regularized…

The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

In this article, we aim to further clarify certain subtle aspects of processes that exhibit long memory in the second-order sense. We construct a long-memory stochastic sequence, in the sense that the series of absolute autocovariances…

Steerable CNN imposes the prior knowledge of transformation invariance or equivariance in the network architecture to enhance the the network robustness on geometry transformation of data and reduce overfitting. It has been an intuitive and…