Related papers: Reproducing kernel methods for machine learning, P…
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…
In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…
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…
Substring kernels are classical tools for representing biological sequences or text. However, when large amounts of annotated data are available, models that allow end-to-end training such as neural networks are often preferred. Links…
In this paper, the framework of kernel machines with two layers is introduced, generalizing classical kernel methods. The new learning methodology provide a formal connection between computational architectures with multiple layers and the…
This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…
This paper presents a general vector-valued reproducing kernel Hilbert spaces (RKHS) framework for the problem of learning an unknown functional dependency between a structured input space and a structured output space. Our formulation…
Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…
Since its introduction, the Discrete Variable Representation (DVR) basis set has become an invaluable representation of state vectors and Hermitian operators in non-relativistic quantum dynamics and spectroscopy calculations. On the other…
We introduce a numerical methodology, referred to as the transport-based mesh-free method, which allows us to deal with continuous, discrete, or statistical models in the same unified framework, and leads us to a broad class of numerical…
Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on…
For three applications of central interest in finance, we demonstrate the relevance of numerical algorithms based on reproducing kernel Hilbert space (RKHS) techniques. Three use cases are investigated. First, we show that extrapolating…
We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function…
We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…
Development of metrics for structural data-generating mechanisms is fundamental in machine learning and the related fields. In this paper, we give a general framework to construct metrics on random nonlinear dynamical systems, defined with…
For many machine learning problem settings, particularly with structured inputs such as sequences or sets of objects, a distance measure between inputs can be specified more naturally than a feature representation. However, most standard…
Accurate energy demand forecasting is crucial for sustainable and resilient energy development. To meet the Net Zero Representative Concentration Pathways (RCP) $4.5$ scenario in the DACH countries, increased renewable energy production,…
The empirical success of deep convolutional networks on tasks involving high-dimensional data such as images or audio suggests that they can efficiently approximate certain functions that are well-suited for such tasks. In this paper, we…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
Kernel-based methods offer a powerful and flexible mathematical framework for addressing histopolation problems. In histopolation, the available input data does not consist of pointwise function samples but of averages taken over intervals…