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Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized…

Machine Learning · Statistics 2023-02-23 Junwen Yao , N. Benjamin Erichson , Miles E. Lopes

This work studies the problem of radar detection of correlated gamma-fluctuating targets in the presence of clutter described by compound models with correlated speckle. If the correlation is not accounted for in a radar model, the required…

Signal Processing · Electrical Eng. & Systems 2021-06-17 Josef Zuk

Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…

Machine Learning · Computer Science 2018-09-20 Lingfei Wu , Ian E. H. Yen , Jie Chen , Rui Yan

Robust tracking of a target in a clutter environment is an important and challenging task. In recent years, the nearest neighbor methods and probabilistic data association filters were proposed. However, the performance of these methods…

Machine Learning · Computer Science 2020-12-18 Bahman Moraffah , Christ Richmond , Raha Moraffah , Antonia Papandreou-Suppappola

Kernel methods have recently attracted resurgent interest, showing performance competitive with deep neural networks in tasks such as speech recognition. The random Fourier features map is a technique commonly used to scale up kernel…

Machine Learning · Computer Science 2018-02-01 Tri Dao , Christopher De Sa , Christopher Ré

Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…

Machine Learning · Computer Science 2024-10-22 Nizar Demni , Hachem Kadri

In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme…

Machine Learning · Computer Science 2019-11-22 Fanghui Liu , Xiaolin Huang , Yudong Chen , Jie Yang , Johan A. K. Suykens

Reed-Xiaoli detector (RXD) is recognized as the benchmark algorithm for image anomaly detection; however, it presents known limitations, namely the dependence over the image following a multivariate Gaussian model, the estimation and…

Image and Video Processing · Electrical Eng. & Systems 2020-02-11 Francesco Verdoja , Marco Grangetto

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

We develop a scalable algorithm for mean field control problems with kernel interactions by combining particle system simulations with random Fourier feature approximations. The method replaces the quadratic-cost kernel evaluations by…

Optimization and Control · Mathematics 2026-05-25 Zhongyuan Cao , Kaustav Das , Nicolas Langrené , Mathieu Laurière

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Rahimi and Recht (2007) introduced the idea of decomposing positive definite shift-invariant kernels by randomly sampling from their spectral distribution for machine learning applications. This famous technique, known as Random Fourier…

Machine Learning · Computer Science 2026-02-24 Nicolas Langrené , Xavier Warin , Pierre Gruet

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

Machine Learning · Computer Science 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

We consider the problem of feature detection in the presence of clutter in spatial point processes. Classification methods have been developed in previous studies. Among these, Byers and Raftery (1998) models the observed Kth nearest…

Methodology · Statistics 2024-03-13 Nicoletta D'Angelo

We consider the feature detection problem in the presence of clutter in point processes on linear networks. We extend the classification method developed in previous studies to this more complex geometric context, where the classical…

Automated systems designed for screening contraband items from the X-ray imagery are still facing difficulties with high clutter, concealment, and extreme occlusion. In this paper, we addressed this challenge using a novel multi-scale…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Taimur Hassan , Samet Akcay , Mohammed Bennamoun , Salman Khan , Naoufel Werghi

This work is dedicated to simultaneous continuous-time trajectory estimation and mapping based on Gaussian Processes (GP). State-of-the-art GP-based models for Simultaneous Localization and Mapping (SLAM) are computationally efficient but…

Robotics · Computer Science 2021-09-07 Yermek Kapushev , Anastasia Kishkun , Gonzalo Ferrer , Evgeny Burnaev