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Motivated by the surge of interest in Koopman operator theory, we propose a machine-learning alternative based on a functional Bayesian perspective for operator-theoretic modeling of unknown, data-driven, nonlinear dynamical systems. This…
Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvious reason for this is the curse of dimensionality. For…
Suppose $\lambda_1$ and $\lambda_2$ are infinitely divisible Radon measures on real Banach spaces $E_1$ and $E_2$, respectively and let $T:E_{1} \rightarrow E_{2}$ be a Borel measurable mapping so that $T(\lambda_1) * \rho = \lambda_2 $ for…
We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…
This note consists of two largely independent parts. In the first part we give conditions on the kernel $k: \Omega \times \Omega \rightarrow \mathbb{R}$ of a reproducing kernel Hilbert space $H$ continuously embedded via the identity…
We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…
We introduce a framework for subspace methods which approximate the spectra of self-adjoint, unbounded operators in a local region. Using the projection-valued measure, we derive integrated spectral inequalities that also apply to unbounded…
The paper introduces a method to construct confidence bands for bounded, band-limited functions based on a finite sample of input-output pairs. The approach is distribution-free w.r.t. the observation noises and only the knowledge of the…
We study the recovery of functions in various norms, including $L_p$ with $1\le p\le\infty$, based on function evaluations. We obtain worst case error bounds for general classes of functions in terms of the best $L_2$-approximation from a…
In this paper, we establish the quantitative mean ergodic theorems for two subclasses of power bounded operators on a fixed noncommutative $L_p$-space with $1<p<\infty$, which mainly concerns power bounded invertible operators and Lamperti…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
This paper addresses the problem of approximating an unknown function from point evaluations. When obtaining these point evaluations is costly, minimising the required sample size becomes crucial, and it is unreasonable to reserve a…
To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…
We prove a characterization for the Peetre type $K$-functional on $\mathbb{M}$, a compact two-point homogeneous space, in terms the rate of approximation of a family of multipliers operator defined to this purpose. This extends the well…
Let $X$ be a space of homogeneous type and let $L$ be a sectorial operator with bounded holomorphic functional calculus on $L^2(X)$. We assume that the semigroup $\{e^{-tL}\}_{t>0}$ satisfies Davies-Gaffney estimates. In this paper, we…
We address the consistency of a kernel ridge regression estimate of the conditional mean embedding (CME), which is an embedding of the conditional distribution of $Y$ given $X$ into a target reproducing kernel Hilbert space $\mathcal{H}_Y$.…
We consider elliptic operators with operator-valued coefficients and discuss the associated parabolic problems. The unknowns are functions with values in a Hilbert space $W$. The system is equipped with a general class of coupled boundary…
In this work, we develop and study an empirical projection operator scheme for solving nonparametric regression problems. This scheme is based on an approximate projection of the regression function over a suitable reproducing kernel…
The goal of nonparametric regression is to recover an underlying regression function from noisy observations, under the assumption that the regression function belongs to a pre-specified infinite dimensional function space. In the online…