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Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…

Statistics Theory · Mathematics 2025-11-04 Saeed Hashemi Sababe

We offer new results and new directions in the study of operator-valued kernels and their factorizations. Our approach provides both more explicit realizations and new results, as well as new applications. These include: (i) an explicit…

Quantum Physics · Physics 2025-03-04 Palle E. T. Jorgensen , James Tian

In the context of kernel optimization, we prove a result that yields new factorizations and realizations. Our initial context is that of general positive operator-valued kernels. We further present implications for Hilbert space-valued…

Operator Algebras · Mathematics 2024-10-14 Palle E. T. Jorgensen , James Tian

Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a…

Functional Analysis · Mathematics 2024-08-21 Palle E. T. Jorgensen , James Tian

With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of…

Functional Analysis · Mathematics 2019-11-28 Palle Jorgensen , Feng Tian

We give two new global and algorithmic constructions of the reproducing kernel Hilbert space associated to a positive definite kernel. We further present ageneral positive definite kernel setting using bilinear forms, and we provide new…

Functional Analysis · Mathematics 2020-11-20 Daniel Alpay , Palle Jorgensen

This paper studies random operator-valued positive definite (p.d.) kernels and their connection to moment dilations. A class of random p.d. kernels is introduced in which the positivity requirement is imposed only in expectation, extending…

Functional Analysis · Mathematics 2025-08-15 James Tian

Despite the increasing importance of stochastic processes on linear networks and graphs, current literature on multivariate (vector-valued) Gaussian random fields on metric graphs is elusive. This paper challenges several aspects related to…

Statistics Theory · Mathematics 2025-01-20 Tobia Filosi , Emilio Porcu , Xavier Emery , Claudio Agostinelli , Alfredo Alegrìa

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…

Functional Analysis · Mathematics 2012-08-15 Daniel Alpay , Palle Jorgensen

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…

The Koopman operator, as a linear representation of a nonlinear dynamical system, has been attracting attention in many fields of science. Recently, Koopman operator theory has been combined with another concept that is popular in data…

Machine Learning · Computer Science 2026-02-05 Septimus Boshoff , Sebastian Peitz , Stefan Klus

Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…

Functional Analysis · Mathematics 2019-02-26 Palle Jorgensen , Feng Tian

In this work, we investigate Gaussian Processes indexed by multidimensional distributions. While directly constructing radial positive definite kernels based on the Wasserstein distance has been proven to be possible in the unidimensional…

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

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

This paper presents a framework for computing random operator-valued feature maps for operator-valued positive definite kernels. This is a generalization of the random Fourier features for scalar-valued kernels to the operator-valued case.…

Machine Learning · Computer Science 2016-08-22 Ha Quang Minh

Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and…

Probability · Mathematics 2007-05-23 Hyun Jae Yoo

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi

We consider a kernel based harmonic analysis of "boundary," and boundary representations. Our setting is general: certain classes of positive definite kernels. Our theorems extend (and are motivated by) results and notions from classical…

Functional Analysis · Mathematics 2016-11-15 Palle Jorgensen , Feng Tian

Much recent work has addressed the solution of a family of partial differential equations by computing the inverse operator map between the input and solution space. Toward this end, we incorporate function-valued reproducing kernel Hilbert…

Numerical Analysis · Mathematics 2022-04-05 Kaijun Bao , Xu Qian , Ziyuan Liu , Songhe Song
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