Related papers: Quasi-interpolation using generalized Gaussian ker…
This paper presents a simple and efficient method to convolve an image with a Gaussian kernel. The computation is performed in a constant number of operations per pixel using running sums along the image rows and columns. We investigate the…
We introduce higher-order Stein kernels relative to the standard Gaussian measure, which generalize the usual Stein kernels by involving higher-order derivatives of test functions. We relate the associated discrepancies to various metrics…
We address the problem of approximating an unknown function from its discrete samples given at arbitrarily scattered sites. This problem is essential in numerical sciences, where modern applications also highlight the need for a solution to…
We propose a scheme for recycling Gaussian random vectors into structured matrices to approximate various kernel functions in sublinear time via random embeddings. Our framework includes the Fastfood construction as a special case, but also…
It was demonstrated in earlier work that, by approximating its range kernel using shiftable functions, the non-linear bilateral filter can be computed using a series of fast convolutions. Previous approaches based on shiftable approximation…
Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…
The method of regularization with the Gaussian reproducing kernel is popular in the machine learning literature and successful in many practical applications. In this paper we consider the periodic version of the Gaussian kernel…
Histopolation, or interpolation on segments, is a mathematical technique used to approximate a function $f$ over a given interval $I=[a,b]$ by exploiting integral information over a set of subintervals of $I$. Unlike classical polynomial…
In this study we present an analysis of the performance and properties of the quasi-periodic (QP) GP kernel, which is the multiplication of the squared-exponential kernel by the exponential-sine-squared kernel, based on an extensive set of…
Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…
Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…
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…
We analyze the convergence of generalized kernel-based interpolation methods. This is done under minimalistic assumptions on both the kernel and the target function. On these grounds, we further prove convergence of popular greedy data…
Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…
This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…
Motivated by small bandwidth asymptotics for kernel-based semiparametric estimators in econometrics, this paper establishes Gaussian approximation results for high-dimensional fixed-order $U$-statistics whose kernels depend on the sample…
Quasi-periodicity refers to a pattern in a function where it appears periodic but has evolving amplitudes over time. This is often the case in practical settings such as the modeling of case counts of infectious disease or the carbon…
We introduce two versions of a new sketch for approximately embedding the Gaussian kernel into Euclidean inner product space. These work by truncating infinite expansions of the Gaussian kernel, and carefully invoking the…
This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…
We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using {\epsilon}-quasiorthogonality, for the approximation of integrals of the form \int f(x)d \alpha(x). The measure {\alpha}(\cdot) can be…