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In this paper, we extend the correspondence between Bayesian estimation and optimal smoothing in a Reproducing Kernel Hilbert Space (RKHS) adding a convexe constraints on the solution. Through a sequence of approximating Hilbertian spaces…

Numerical Analysis · Mathematics 2021-07-13 X Bay , Laurence Grammont

Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…

Machine Learning · Computer Science 2019-10-31 Gregory W. Benton , Wesley J. Maddox , Jayson P. Salkey , Julio Albinati , Andrew Gordon Wilson

A Hilbert space embedding for probability measures has recently been proposed, wherein any probability measure is represented as a mean element in a reproducing kernel Hilbert space (RKHS). Such an embedding has found applications in…

Machine Learning · Statistics 2010-03-04 Bharath K. Sriperumbudur , Kenji Fukumizu , Gert R. G. Lanckriet

This article presents a general framework for the transport of probability measures towards minimum divergence generative modeling and sampling using ordinary differential equations (ODEs) and Reproducing Kernel Hilbert Spaces (RKHSs),…

Machine Learning · Statistics 2024-02-14 Biraj Pandey , Bamdad Hosseini , Pau Batlle , Houman Owhadi

We consider conditions on a given system $\mathcal{F}$ of vectors in Hilbert space $\mathcal{H}$, forming a frame, which turn $\mathcal{H}$ into a reproducing kernel Hilbert space. It is assumed that the vectors in $\mathcal{F}$ are…

Functional Analysis · Mathematics 2016-06-16 Palle E. T. Jorgensen , Myung-Sin Song

In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…

Methodology · Statistics 2012-11-20 Heng Lian

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference…

Machine Learning · Statistics 2016-02-26 Krikamol Muandet , Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Bernhard Schölkopf

Motivated by the abundance of functional data such as time series and images, there has been a growing interest in integrating such data into neural networks and learning maps from function spaces to R (i.e., functionals). In this paper, we…

Machine Learning · Statistics 2024-03-20 Tian-Yi Zhou , Namjoon Suh , Guang Cheng , Xiaoming Huo

Gaussian Radial Basis Function (RBF) Kernels are the most-often-employed kernels in artificial intelligence and machine learning routines for providing optimally-best results in contrast to their respective counter-parts. However, a little…

Machine Learning · Computer Science 2023-12-19 Himanshu Singh

Let $X_1,X_2, \ldots$ be independent and identically distributed random elements taking values in a separable Hilbert space $\mathbb{H}$. With applications for functional data in mind, $\mathbb{H}$ may be regarded as a space of…

Statistics Theory · Mathematics 2019-10-25 Norbert Henze , M. Dolores Jiménez--Gamero

We generalize Jan Willems' behavioral approach to a class of discrete-time nonlinear systems in a vector-valued reproducing kernel Hilbert space (RKHS). Apart from linear time-invariant systems, this class covers nonlinear systems modeled…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Boya Hou , Maxim Raginsky

We present a general framework to learn functions in tensor product reproducing kernel Hilbert spaces (TP-RKHSs). The methodology is based on a novel representer theorem suitable for existing as well as new spectral penalties for tensors.…

Machine Learning · Computer Science 2013-10-21 Marco Signoretto , Lieven De Lathauwer , Johan A. K. Suykens

Approximating the optimal value function $v^*$ for infinite-horizon, nonlinear, autonomous optimal control problems is both challenging and essential for synthesizing real-time optimal feedback. We develop an abstract optimal recovery…

Optimization and Control · Mathematics 2025-12-09 Tobias Ehring , Behzad Azmi , Bernard Haasdonk

Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation, inference, and uncertainty quantification. The…

Computation · Statistics 2026-01-23 Joaquin Cavieres , Sebastian Krumscheid

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

We propose a novel framework for incorporating qualitative data into quantitative models for causal estimation. Previous methods use categorical variables derived from qualitative data to build quantitative models. However, this approach…

Machine Learning · Computer Science 2023-08-24 Anirban Mukherjee , Hannah H. Chang

We develop a new approach for detecting changes in the behavior of stochastic processes and random fields based on tensor product representations such as the Karhunen-Lo\`{e}ve expansion. From the associated eigenspaces of the covariance…

Probability · Mathematics 2023-11-21 Julio Enrique Castrillon-Candas , Mark Kon

In statistical learning, identifying underlying structures of true target functions based on observed data plays a crucial role to facilitate subsequent modeling and analysis. Unlike most of those existing methods that focus on some…

Machine Learning · Statistics 2021-05-04 Xin He , Yeheng Ge , Xingdong Feng

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

Numerical Analysis · Mathematics 2021-04-02 Toni Karvonen , Chris J. Oates , Mark Girolami