Related papers: The Functional Wiener Filter

We propose the adaptive random Fourier features Gaussian kernel LMS (ARFF-GKLMS). Like most kernel adaptive filters based on stochastic gradient descent, this algorithm uses a preset number of random Fourier features to save computation…

Data-driven spectral analysis of Koopman operators is a powerful tool for understanding numerous real-world dynamical systems, from neuronal activity to variations in sea surface temperature. The Koopman operator acts on a function space…

Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

A linear operator in a Hilbert space defined through the form of Riesz representation naturally introduces a reproducing kernel Hilbert space structure over the range space. Such formulation, called H-HK formulation in this paper, possesses…

Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…

We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…

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…

Consider the problem: given the data pair $(\mathbf{x}, \mathbf{y})$ drawn from a population with $f_*(x) = \mathbf{E}[\mathbf{y} | \mathbf{x} = x]$, specify a neural network model and run gradient flow on the weights over time until…

A framework for coherent pattern extraction and prediction of observables of measure-preserving, ergodic dynamical systems with both atomic and continuous spectral components is developed. It is based on an approximation of the generator of…

A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregressive structure, motivated in terms of the…

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

It was demonstrated in earlier work that, by approximating its range kernel using shiftable functions, the non-linear bilateral filter can be computed using a series of fast convolutions. Previous approaches based on shiftable approximation…

In this paper, we consider Wiener filters to reconstruct deterministic and (wide-band) stationary graph signals from their observations corrupted by random noises, and we propose distributed algorithms to implement Wiener filters and…

Multi-frame algorithms for single-channel speech enhancement are able to take advantage from short-time correlations within the speech signal. Deep filtering (DF) recently demonstrated its capabilities for low-latency scenarios like hearing…

We propose a new data-driven approach for learning the fundamental solutions (Green's functions) of various linear partial differential equations (PDEs) given sample pairs of input-output functions. Building off the theory of functional…

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Inspired by the use of adaptive kernel-based Cohen's class time-frequency distributions (CCTFDs) for cross-term suppression, this paper aims to explore novel adaptive kernel functions for denoising. We integrate Wiener filter principle and…