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Sliding window sums are widely used for string indexing, hashing and time series analysis. We have developed a family of the generic vectorized sliding sum algorithms that provide speedup of O(P/w) for window size $w$ and number of…

Machine Learning · Computer Science 2023-05-29 Roman Snytsar

Incorporating permutation equivariance into neural networks has proven to be useful in ensuring that models respect symmetries that exist in data. Symmetric tensors, which naturally appear in statistics, machine learning, and graph theory,…

Machine Learning · Computer Science 2025-05-26 Edward Pearce-Crump

We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…

Machine Learning · Computer Science 2020-03-19 Yongxin Chen , Tryphon T. Georgiou , Allen R. Tannenbaum

In an isomorphic copy of the ring of symmetric polynomials we study some families of polynomials which are indexed by rational weight vectors. These families include well known symmetric polynomials, such as the elementary, homogeneous, and…

Combinatorics · Mathematics 2007-05-23 Trueman MacHenry , Geanina Tudose

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…

Numerical Analysis · Mathematics 2024-10-04 Daniel Sanz-Alonso , Ruiyi Yang

Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a…

Functional Analysis · Mathematics 2024-08-21 Palle E. T. Jorgensen , James Tian

Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving…

Machine Learning · Computer Science 2018-02-27 Jacob R. Gardner , Geoff Pleiss , Ruihan Wu , Kilian Q. Weinberger , Andrew Gordon Wilson

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

Probability · Mathematics 2026-03-27 Xianming Liu , Chongyang Ren , Mingyan Wu

Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…

Machine Learning · Statistics 2012-11-07 Matthew J. Urry , Peter Sollich

We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are…

Machine Learning · Statistics 2022-10-14 François Bachoc , Louis Béthune , Alberto Gonzalez-Sanz , Jean-Michel Loubes

Kernels are key in machine learning for modeling interactions. Unfortunately, brute-force computation of the related kernel sums scales quadratically with the number of samples. Recent Fourier-slicing methods lead to an improved linear…

Numerical Analysis · Mathematics 2025-10-14 Nicolaj Rux , Johannes Hertrich , Sebastian Neumayer

We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…

High Energy Physics - Theory · Physics 2010-05-07 G. Akemann , M. J. Phillips , H. -J. Sommers

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

Supervised learning has recently garnered significant attention in the field of computational physics due to its ability to effectively extract complex patterns for tasks like solving partial differential equations, or predicting material…

Machine Learning · Statistics 2024-03-12 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

We construct a family of Pfaffian point processes relevant for the harmonic analysis on the infinite symmetric group. The correlation functions of these processes are representable as Pfaffians with matrix valued kernels. We give explicit…

Representation Theory · Mathematics 2012-02-14 Eugene Strahov

We offer new results and new directions in the study of operator-valued kernels and their factorizations. Our approach provides both more explicit realizations and new results, as well as new applications. These include: (i) an explicit…

Quantum Physics · Physics 2025-03-04 Palle E. T. Jorgensen , James Tian

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…

Machine Learning · Statistics 2021-01-26 Jungtaek Kim , Michael McCourt , Tackgeun You , Saehoon Kim , Seungjin Choi

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Quantum Physics · Physics 2020-03-04 Soran Jahangiri , Juan Miguel Arrazola , Nicolás Quesada , Nathan Killoran

In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and…

Machine Learning · Statistics 2016-10-27 Alexander Grigorievskiy , Juha Karhunen

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray
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