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Kernel methods are powerful tools in statistical learning, but their cubic complexity in the sample size n limits their use on large-scale datasets. In this work, we introduce a scalable framework for kernel regression with O(n log n)…

Machine Learning · Statistics 2025-09-04 Nathan Doumèche , Francis Bach , Gérard Biau , Claire Boyer

We present a fast Gauss transform in one dimension using nearly optimal sum-of-exponentials approximations of the Gaussian kernel. For up to about ten-digit accuracy, the approximations are obtained via best rational approximations of the…

Numerical Analysis · Mathematics 2019-09-24 Shidong Jiang

Nonuniformly sampled signals are prevalent in real-world applications. However, estimating their power spectra from finite samples poses a significant challenge. The optimal solution-Bronez Generalized Prolate Spheroidal Sequence (GPSS) by…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Jie Cui , Benjamin H. Brinkmann , Gregory A. Worrell

Kernel methods are a highly effective and widely used collection of modern machine learning algorithms. A fundamental limitation of virtually all such methods are computations involving the kernel matrix that naively scale quadratically…

Machine Learning · Computer Science 2021-06-09 John Paul Ryan , Sebastian Ament , Carla P. Gomes , Anil Damle

The Fast Fourier Transform (FFT) is an algorithm of paramount importance in signal processing as it allows to apply the Fourier transform in O(n log n) instead of O(n 2) arithmetic operations. Graph Signal Processing (GSP) is a recent…

Numerical Analysis · Computer Science 2017-06-19 Luc Le Magoarou , Rémi Gribonval , Nicolas Tremblay

We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations…

Numerical Analysis · Mathematics 2007-08-14 Gregory Beylkin , Vani Cheruvu , Fernando Pérez

This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and…

Machine Learning · Statistics 2022-01-11 Zhenyu Liao , Romain Couillet , Michael W. Mahoney

Fourier transform methods are used to analyze functions and data sets to provide frequencies, amplitudes, and phases of underlying oscillatory components. Fast Fourier transform (FFT) methods offer speed advantages over evaluation of…

Data Analysis, Statistics and Probability · Physics 2015-07-08 Elya Courtney , Michael Courtney

Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…

Machine Learning · Statistics 2020-08-04 David R. Burt , Carl Edward Rasmussen , Mark van der Wilk

Developing equivariant neural networks for the E(3) group plays an important role in modeling 3D data across real-world applications. Enforcing this equivariance primarily involves the tensor products of irreducible representations…

Machine Learning · Computer Science 2024-11-12 Shengjie Luo , Tianlang Chen , Aditi S. Krishnapriyan

Gaussian processes are employed for non-parametric regression in a Bayesian setting. They generalize linear regression, embedding the inputs in a latent manifold inside an infinite-dimensional reproducing kernel Hilbert space. We can…

Numerical Analysis · Mathematics 2021-07-13 Francesco Romor , Marco Tezzele , Gianluigi Rozza

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…

We present a new version of the fast Gauss transform (FGT) for discrete and continuous sources. Classical Hermite expansions are avoided entirely, making use only of the plane-wave representation of the Gaussian kernel and a new…

Numerical Analysis · Mathematics 2023-05-15 Leslie Greengard , Shidong Jiang , Manas Rachh , Jun Wang

We propose a novel framework for fast integral operations by uncovering hidden geometries in the row and column structures of the underlying operators. This is accomplished through the \texttt{Questionnaire} algorithm, an iterative…

Numerical Analysis · Mathematics 2026-02-27 Pei-Chun Su , Ronald R. Coifman

We present a sublinear randomized algorithm to compute a sparse Fourier transform for nonequispaced data. Suppose a signal S is known to consist of N equispaced samples, of which only L<N are available. If the ratio p=L/N is not close to 1,…

Numerical Analysis · Mathematics 2007-05-23 Jing Zou

Energy evaluation using fast Fourier transforms enables sampling billions of putative complex structures and hence revolutionized rigid protein-protein docking. However, in current methods efficient acceleration is achieved only in either…

Gaussian process regression generally does not scale to beyond a few thousands data points without applying some sort of kernel approximation method. Most approximations focus on the high eigenvalue part of the spectrum of the kernel…

Machine Learning · Statistics 2018-01-31 Yi Ding , Risi Kondor , Jonathan Eskreis-Winkler

We introduce a fast algorithm for computing sparse Fourier transforms supported on smooth curves or surfaces. This problem appear naturally in several important problems in wave scattering and reflection seismology. The main observation is…

Numerical Analysis · Mathematics 2008-01-11 Lexing Ying

The problem of fast computation of multivariate kernel density estimation (KDE) is still an open research problem. In our view, the existing solutions do not resolve this matter in a satisfactory way. One of the most elegant and efficient…

Computation · Statistics 2016-09-08 Artur Gramacki , Jarosław Gramacki