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By making a seminal use of the maximum modulus principle of holomorphic functions we prove existence of $n$-best kernel approximation for a wide class of reproducing kernel Hilbert spaces of holomorphic functions in the unit disc, and for…

Complex Variables · Mathematics 2022-01-20 Tao Qian

Kernel interpolation is a fundamental technique for approximating functions from scattered data, with a well-understood convergence theory when interpolating elements of a reproducing kernel Hilbert space. Beyond this classical setting,…

Numerical Analysis · Mathematics 2025-05-19 Toni Karvonen , Gabriele Santin , Tizian Wenzel

The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We…

Information Theory · Computer Science 2012-07-26 Rui Wang , Haizhang Zhang

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank…

Numerical Analysis · Mathematics 2023-06-30 Difeng Cai , Edmond Chow , Yuanzhe Xi

We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…

Methodology · Statistics 2017-03-01 Nathan Kallus

We propose algorithms to take point sets for kernel-based interpolation of functions in reproducing kernel Hilbert spaces (RKHSs) by convex optimization. We consider the case of kernels with the Mercer expansion and propose an algorithm by…

Numerical Analysis · Mathematics 2019-08-19 Ken'ichiro Tanaka

This paper introduces a multilevel kernel-based approximation method to estimate efficiently solutions to elliptic partial differential equations (PDEs) with periodic random coefficients. Building upon the work of Kaarnioja, Kazashi, Kuo,…

Numerical Analysis · Mathematics 2025-04-23 Alexander D. Gilbert , Michael B. Giles , Frances Y. Kuo , Ian H. Sloan , Abirami Srikumar

We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…

Numerical Analysis · Mathematics 2020-01-10 Toni Karvonen , Simo Särkkä

We propose new optimal estimators for the Lipschitz frontier of a set of points. They are defined as kernel estimators being sufficiently regular, covering all the points and whose associated support is of smallest surface. The estimators…

Methodology · Statistics 2011-03-31 Stéphane Girard , Anatoli Iouditski , Alexander Nazin

In spatial statistics and machine learning, the kernel matrix plays a pivotal role in prediction, classification, and maximum likelihood estimation. A thorough examination reveals that for large sample sizes, the kernel matrix becomes…

Machine Learning · Statistics 2023-11-07 Hao Zhang

In this paper, we study the angle testing problem in the context of similarity search in high-dimensional Euclidean spaces and propose two projection-based probabilistic kernel functions, one designed for angle comparison and the other for…

Machine Learning · Computer Science 2026-03-03 Kejing Lu , Chuan Xiao , Yoshiharu Ishikawa

We present LatNet Builder, a software tool to find good parameters for lattice rules, polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and randomized quasi-Monte Carlo (RQMC) sampling over the…

Computation · Statistics 2021-09-07 Pierre L'Ecuyer , Pierre Marion , Maxime Godin , Florian Puchhammer

We show that if a reproducing kernel Hilbert space $H_K,$ consisting of functions defined on ${\bf E},$ enjoys Double Boundary Vanishing Condition (DBVC) and Linear Independent Condition (LIC), then for any preset natural number $n,$ and…

Complex Variables · Mathematics 2020-08-04 Wei Qu , Tao Qian , Guan-Tie Deng

We find probability error bounds for approximations of functions $f$ in a separable reproducing kernel Hilbert space $\mathcal{H}$ with reproducing kernel $K$ on a base space $X$, firstly in terms of finite linear combinations of functions…

Numerical Analysis · Mathematics 2024-02-26 Ata Deniz Aydin , Aurelian Gheondea

A well-recognized limitation of kernel learning is the requirement to handle a kernel matrix, whose size is quadratic in the number of training examples. Many methods have been proposed to reduce this computational cost, mostly by using a…

Machine Learning · Computer Science 2014-11-06 Nicolò Cesa-Bianchi , Yishay Mansour , Ohad Shamir

This paper presents new and effective algorithms for learning kernels. In particular, as shown by our empirical results, these algorithms consistently outperform the so-called uniform combination solution that has proven to be difficult to…

Machine Learning · Computer Science 2024-05-01 Corinna Cortes , Mehryar Mohri , Afshin Rostamizadeh

The kernel-based multi-scale method has been proven to be a powerful approximation method for scattered data approximation problems which is computationally superior to conventional kernel-based interpolation techniques. The multi-scale…

Numerical Analysis · Mathematics 2025-03-10 Federico Lot , Christian Rieger

We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…

Machine Learning · Statistics 2025-11-07 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

In the setting of supervised learning using reproducing kernel methods, we propose a data-dependent regularization parameter selection rule that is adaptive to the unknown regularity of the target function and is optimal both for the…

Statistics Theory · Mathematics 2019-05-28 Gilles Blanchard , Peter Mathé , Nicole Mücke