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We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of…

Mathematical Finance · Quantitative Finance 2025-06-05 Andreas Celary , Paul Krühner , Zehra Eksi

Kernel methods are an incredibly popular technique for extending linear models to non-linear problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature…

Machine Learning · Statistics 2019-02-26 Philip Milton , Emanuele Giorgi , Samir Bhatt

The field of quantum machine learning is a promising way to lead to a revolution in intelligent data processing methods. In this way, a hybrid learning method based on classic kernel methods is proposed. This proposal also requires the…

Quantum Physics · Physics 2024-11-01 Jhordan Silveira de Borba , Jonas Maziero

Data similarity is a key concept in many data-driven applications. Many algorithms are sensitive to similarity measures. To tackle this fundamental problem, automatically learning of similarity information from data via self-expression has…

Machine Learning · Computer Science 2019-03-12 Zhao Kang , Yiwei Lu , Yuanzhang Su , Changsheng Li , Zenglin Xu

This work provides theoretical foundations for kernel methods in the hyperspherical context. Specifically, we characterise the native spaces (reproducing kernel Hilbert spaces) and the Sobolev spaces associated with kernels defined over…

Machine Learning · Statistics 2022-11-18 Simon Hubbert , Emilio Porcu , Chris. J. Oates , Mark Girolami

The study of Neural Tangent Kernels (NTKs) has provided much needed insight into convergence and generalization properties of neural networks in the over-parametrized (wide) limit by approximating the network using a first-order Taylor…

Machine Learning · Statistics 2023-02-02 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Metric and kernel learning are important in several machine learning applications. However, most existing metric learning algorithms are limited to learning metrics over low-dimensional data, while existing kernel learning algorithms are…

Machine Learning · Computer Science 2009-11-02 Prateek Jain , Brian Kulis , Jason V. Davis , Inderjit S. Dhillon

Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks as the curse of dimensionality (CoD) cannot be evaded when trying to approximate even a single ReLU neuron…

Machine Learning · Statistics 2024-06-27 Fanghui Liu , Leello Dadi , Volkan Cevher

With near-term quantum devices available and the race for fault-tolerant quantum computers in full swing, researchers became interested in the question of what happens if we replace a supervised machine learning model with a quantum…

Quantum Physics · Physics 2021-04-20 Maria Schuld

In $\mathbb R^d$, it is well-known that cumulants provide an alternative to moments that can achieve the same goals with numerous benefits such as lower variance estimators. In this paper we extend cumulants to reproducing kernel Hilbert…

Machine Learning · Statistics 2023-10-31 Patric Bonnier , Harald Oberhauser , Zoltán Szabó

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

Since its introduction, the Discrete Variable Representation (DVR) basis set has become an invaluable representation of state vectors and Hermitian operators in non-relativistic quantum dynamics and spectroscopy calculations. On the other…

Computational Physics · Physics 2014-05-30 Hamse Mussa

This paper studies an intriguing phenomenon related to the good generalization performance of estimators obtained by using large learning rates within gradient descent algorithms. First observed in the deep learning literature, we show that…

Machine Learning · Statistics 2022-06-06 Gaspard Beugnot , Julien Mairal , Alessandro Rudi

Reproducing kernel Hilbert $C^*$-module (RKHM) is a generalization of reproducing kernel Hilbert space (RKHS) by means of $C^*$-algebra, and the Perron-Frobenius operator is a linear operator related to the composition of functions.…

Machine Learning · Statistics 2023-11-07 Yuka Hashimoto , Masahiro Ikeda , Hachem Kadri

This paper presents a kernel-based discriminative learning framework on probability measures. Rather than relying on large collections of vectorial training examples, our framework learns using a collection of probability distributions that…

Machine Learning · Statistics 2013-01-15 Krikamol Muandet , Kenji Fukumizu , Francesco Dinuzzo , Bernhard Schölkopf

The Nystr\"om methods have been popular techniques for scalable kernel based learning. They approximate explicit, low-dimensional feature mappings for kernel functions from the pairwise comparisons with the training data. However, Nystr\"om…

Machine Learning · Computer Science 2018-05-21 Mert Al , Thee Chanyaswad , Sun-Yuan Kung

We use a classical characterisation to prove that functions which are bounded away from zero cannot be elements of reproducing kernel Hilbert spaces whose reproducing kernels decays to zero in a suitable way. The result is used to study…

Functional Analysis · Mathematics 2021-02-23 Toni Karvonen

A typical approach in estimating the learning rate of a regularized learning scheme is to bound the approximation error by the sum of the sampling error, the hypothesis error and the regularization error. Using a reproducing kernel space…

Machine Learning · Statistics 2011-01-28 Guohui Song , Haizhang Zhang

Characterizing the function spaces defined by neural networks helps understanding the corresponding learning models and their inductive bias. While in some limits neural networks correspond to function spaces that are Hilbert spaces, these…

Machine Learning · Statistics 2025-08-22 Francesca Bartolucci , Ernesto De Vito , Lorenzo Rosasco , Stefano Vigogna

In this work, we investigate the generalization properties of random feature methods. Our analysis extends prior results for Tikhonov regularization to a broad class of spectral regularization techniques and further generalizes the setting…

Machine Learning · Statistics 2026-03-03 Mike Nguyen , Nicole Mücke
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