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We consider frames F in a given Hilbert space, and we show that every F may be obtained in a constructive way from a reproducing kernel and an orthonormal basis in an ambient Hilbert space. The construction is operator-theoretic, building…

Classical Analysis and ODEs · Mathematics 2007-05-23 Palle E. T. Jorgensen

The probabilistic principal component analysis (PPCA) is built upon a global linear mapping, with which it is insufficient to model complex data variation. This paper proposes a mixture of bilateral-projection probabilistic principal…

Computer Vision and Pattern Recognition · Computer Science 2016-01-08 Fujiao Ju , Yanfeng Sun , Junbin Gao , Simeng Liu , Yongli Hu

Theoretical studies have proven that the Hilbert space has remarkable performance in many fields of applications. Frames in tensor product of Hilbert spaces were introduced to generalize the inner product to high-order tensors. However,…

Machine Learning · Statistics 2017-11-15 Yunfei Ye

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal components based estimator for the…

Statistics Theory · Mathematics 2014-04-17 Siegfried Hörmann , Łukasz Kidziński

Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…

Machine Learning · Statistics 2024-07-11 Puoya Tabaghi , Michael Khanzadeh , Yusu Wang , Sivash Mirarab

The theory of positive kernels and associated reproducing kernel Hilbert spaces, especially in the setting of holomorphic functions, has been an important tool for the last several decades in a number of areas of complex analysis and…

Operator Algebras · Mathematics 2016-02-03 Joseph A. Ball , Gregory Marx , Victor Vinnikov

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

In this paper, we introduce a new kernel function which differs from previous functions, and play an important role for generating a new design of primal-dual interior point algorithms for semidefinite linear complementarity problem. Its…

Numerical Analysis · Mathematics 2021-08-18 Nabila Abdessemed , Rachid Benacer , Naima Boudiaf

Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings,…

Machine Learning · Statistics 2026-05-08 Daniel López-Montero , Antonio Álvarez-López , Marcos Matabuena

By introducing Hilbert space and operators, we show how probabilities, approximations and entropy encoding from signal and image processing allow precise formulas and quantitative estimates. Our main results yield orthogonal bases which…

Mathematical Physics · Physics 2009-11-13 Palle E. T. Jorgensen , Myung-Sin Song

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

Mathematical Physics · Physics 2015-04-20 Max R. Atkin

This note characterizes multiplicative linear functionals on reproducing kernel Hilbert spaces of functions on the Euclidean unit ball in complex d-dimensional space, in terms of their action on kernel functions. The kernels considered are…

Functional Analysis · Mathematics 2026-05-22 Tirthankar Bhattacharyya , Jaikishan , Poornendu Kumar

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

Representations of quantum computations are almost always based on a tensor product $\otimes$-structure. This coincides with what we are able to execute in our experiments, as well as what we observe in Nature, but it makes certain familiar…

Quantum Physics · Physics 2021-11-05 Luca Mondada

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

In this paper, we illustrate the effectiveness of reproducing kernel Hilbert space techniques in the study of composition operators. For weighted Hardy spaces on the unit disk, we characterize the composition operators whose adjoint is…

Functional Analysis · Mathematics 2026-01-28 Preeti Kumari , P. Muthukumar , Antti Rasila

We present a systematic study of the family of positive definite (p.d.) kernels with the use of their associated feature maps and feature spaces. For a fixed set $X$, generalizing Loewner, we make precise the corresponding partially ordered…

Functional Analysis · Mathematics 2025-01-22 Palle E. T. Jorgensen , James Tian

Probabilistic principal component analysis (PPCA) is currently one of the most used statistical tools to reduce the ambient dimension of the data. From multidimensional scaling to the imputation of missing data, PPCA has a broad spectrum of…

Machine Learning · Statistics 2023-11-15 Arghya Datta , Sayak Chakrabarty