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For a multidimensional It\^o semimartingale, we consider the problem of estimating integrated volatility functionals. Jacod and Rosenbaum (2013) studied a plug-in type of estimator based on a Riemann sum approximation of the integrated…

Econometrics · Economics 2025-09-09 José E. Figueroa-López , Jincheng Pang , Bei Wu

We introduce a similarity function on formulae of signal temporal logic (STL). It comes in the form of a kernel function, well known in machine learning as a conceptually and computationally efficient tool. The corresponding kernel trick…

Logic in Computer Science · Computer Science 2022-01-26 Luca Bortolussi , Giuseppe Maria Gallo , Jan Křetínský , Laura Nenzi

We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, maximum mean…

Methodology · Statistics 2013-11-13 Dino Sejdinovic , Bharath Sriperumbudur , Arthur Gretton , Kenji Fukumizu

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…

Machine Learning · Computer Science 2021-01-11 Junhyung Park , Krikamol Muandet

Structural properties are given for $D(K)$, the Banach algebra of (complex) differences of bounded semi-continuous functons on a metric space $K$. For example, it is proved that if all finite derived sets of $K$ are non-empty, then a…

Functional Analysis · Mathematics 2016-09-06 Haskell P. Rosenthal

We review the role of self-consistency in density functional theory. We apply a recent analysis to both Kohn-Sham and orbital-free DFT, as well as to Partition-DFT, which generalizes all aspects of standard DFT. In each case, the analysis…

Chemical Physics · Physics 2016-11-22 Adam Wasserman , Jonathan Nafziger , Kaili Jiang , Min-Cheol Kim , Eunji Sim , Kieron Burke

It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…

Optimization and Control · Mathematics 2022-10-14 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

There are several equivalent ways to define continuous harmonic functions $H(K)$ on a compact set $K$ in $\mathbb R^n$. One may let $H(K)$ be the unform closures of all functions in $C(K)$ which are restrictions of harmonic functions on a…

Classical Analysis and ODEs · Mathematics 2010-12-20 Tony L. Perkins

Functional data analysis almost always involves smoothing discrete observations into curves, because they are never observed in continuous time and rarely without error. Although smoothing parameters affect the subsequent inference,…

Methodology · Statistics 2025-04-07 Sunny G. W. Wang , Valentin Patilea , Nicolas Klutchnikoff

This paper proposes a unified theoretical framework based on the Kolmogorov-Arnold representation theorem and kernel methods. By analyzing the mathematical relationship among kernels, B-spline basis functions in Kolmogorov-Arnold Networks…

Machine Learning · Computer Science 2025-04-01 Jianpeng Liu , Qizhi Pan

Often in applications such as rare events estimation or optimal control it is required that one calculates the principal eigen-function and eigen-value of a non-negative integral kernel. Except in the finite-dimensional case, usually…

Computation · Statistics 2016-09-28 Nick Whiteley , Nikolas Kantas

3D action recognition was shown to benefit from a covariance representation of the input data (joint 3D positions). A kernel machine feed with such feature is an effective paradigm for 3D action recognition, yielding state-of-the-art…

Computer Vision and Pattern Recognition · Computer Science 2017-10-05 Jacopo Cavazza , Pietro Morerio , Vittorio Murino

Indefinite inner product spaces of entire functions and functions analytic inside a disk are considered and their completeness studied. Spaces induced by the rotation invariant reproducing kernels in the form of the generalized…

Complex Variables · Mathematics 2007-05-23 Dmitry B. Karp

Multivariate conformal prediction requires nonconformity scores that compress residual vectors into scalars while preserving certain implicit geometric structure of the residual distribution. We introduce a Multivariate Kernel Score (MKS)…

Machine Learning · Statistics 2026-04-24 Louis Meyer , Wenkai Xu

In the paper we suggest a new construction of stochastic flows of kernels in a locally compact separable metric space $M$. Starting from a consistent sequence of Feller transtition function $(\mathsf{P}^{(n)}: n\geq 1)$ on $M$ we prove…

Probability · Mathematics 2025-01-07 Georgii Riabov

We prove that a singular part $\mu_s$ of a measure $\mu$ satisfying ${\cal A}\mu =0$ for a linear partial differential operator ${\cal A}$ defined on $R^d$ has the range in the intersection of kernels of the principal symbol of ${\cal A}$…

Functional Analysis · Mathematics 2017-02-14 Darko Mitrovic

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

In this article we investigate the effects of conformal transformations on kernel functions used in Support Vector Machines. Our focus lies in the task of text document categorization, which involves assigning each document to a particular…

Machine Learning · Computer Science 2024-06-04 Ioana Rădulescu , Alexandra Băicoianu , Adela Mihai

This article presents a quantum computing approach to designing of similarity measures and kernels for classification of stochastic symbolic time series. In the area of machine learning, kernels are important components of various…

Quantum Physics · Physics 2025-06-10 Vanio Markov , Vladimir Rastunkov , Daniel Fry