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Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-17 Reginald Christian Bernardo , Jackson Levi Said

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

We revisit the Gaussian process model with spherical harmonic features and study connections between the associated RKHS, its eigenstructure and deep models. Based on this, we introduce a new class of kernels which correspond to deep models…

Machine Learning · Statistics 2023-03-29 Stefanos Eleftheriadis , Dominic Richards , James Hensman

We study reproducing kernel Hilbert spaces introduced as ranges of generalized Ces\`aro-Hardy operators, in one real variable and in one complex variable. Such spaces can be seen as formed by absolutely continuous functions on the positive…

Functional Analysis · Mathematics 2024-01-30 José E. Galé , Pedro J. Miana , Luis Sánchez--Lajustici

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 a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Methodology · Statistics 2026-03-24 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…

Statistics Theory · Mathematics 2019-10-07 Thi Thien Trang Bui , J-M Loubes , Laurent Risser , Patricia Balaresque

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

Kernel methods are powerful tools in machine learning. Classical kernel methods are based on positive-definite kernels, which map data spaces into reproducing kernel Hilbert spaces (RKHS). For non-Euclidean data spaces, positive-definite…

Machine Learning · Computer Science 2024-07-31 Nathael Da Costa , Cyrus Mostajeran , Juan-Pablo Ortega , Salem Said

We revisit widely used preferential Gaussian processes by Chu et al.(2005) and challenge their modelling assumption that imposes rankability of data items via latent utility function values. We propose a generalisation of pgp which can…

Machine Learning · Statistics 2022-01-31 Siu Lun Chau , Javier González , Dino Sejdinovic

We study reproducing kernels, and associated reproducing kernel Hilbert spaces (RKHSs) $\mathscr{H}$ over infinite, discrete and countable sets $V$. In this setting we analyze in detail the distributions of the corresponding Dirac…

Functional Analysis · Mathematics 2015-01-13 Palle Jorgensen , Feng Tian

We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space. The results are applied to pathwise continuous Gaussian processes and a new…

Probability · Mathematics 2013-04-03 Harald Luschgy , Gilles Pagès

A new kind of symmetry behaviour introduced as partialPT-symmetry is investigated in a typical Fock space setting understood as a Reproducing Kernel Hilbert Space (RKHS). The same kind of symmetry is understood for a nonhermitian…

Mathematical Physics · Physics 2021-09-15 Arindam Chakraborty

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

Functional linear and single-index models are core regression methods in functional data analysis and are widely used for performing regression in a wide range of applications when the covariates are random functions coupled with scalar…

Statistics Theory · Mathematics 2024-03-28 Krishnakumar Balasubramanian , Hans-Georg Müller , Bharath K. Sriperumbudur

Compositional data, such as human gut microbiomes, consist of non-negative variables whose only the relative values to other variables are available. Analyzing compositional data such as human gut microbiomes needs a careful treatment of…

Machine Learning · Statistics 2022-05-04 Binglin Li , Jeongyoun Ahn

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

As a generalization of the work in [Lee et al., 2017], this note briefly discusses when the prior of a neural network output follows a Gaussian process, and how a neural-network-induced Gaussian process is formulated. The posterior mean…

Machine Learning · Computer Science 2021-07-27 Mengwu Guo