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We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Machine Learning · Statistics 2016-10-27 Yang Song , Jun Zhu , Yong Ren

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

We develop an approximation theory in Hilbert spaces that generalizes the classical theory of approximation by entire functions of exponential type. The results advance harmonic analysis on manifolds and graphs, thus facilitating data…

Functional Analysis · Mathematics 2014-03-07 Isaac Z. Pesenson , Meyer Z. Pesenson

The universality properties of kernels characterize the class of functions that can be approximated in the associated reproducing kernel Hilbert space and are of fundamental importance in the theoretical underpinning of kernel methods in…

Machine Learning · Computer Science 2025-06-25 Franziskus Steinert , Salem Said , Cyrus Mostajeran

The quantization scheme in probability theory deals with finding a best approximation of a given probability distribution by a probability distribution that is supported on finitely many points. For a given $k\geq 2$, let $\{S_j : 1\leq…

Dynamical Systems · Mathematics 2019-11-22 Mrinal Kanti Roychowdhury

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

In this work, we consider the problem of learning nonlinear operators that correspond to discrete-time nonlinear dynamical systems with inputs. Given an initial state and a finite input trajectory, such operators yield a finite output…

Optimization and Control · Mathematics 2024-12-25 Mircea Lazar

In this paper we consider the problem of approximating vector-valued functions over a domain $\Omega$. For this purpose, we use matrix-valued reproducing kernels, which can be related to Reproducing kernel Hilbert spaces of vectorial…

Numerical Analysis · Mathematics 2019-01-11 Dominik Wittwar , Gabriele Santin , Bernard Haasdonk

We study representations of positive definite kernels $K$ in a general setting, but with view to applications to harmonic analysis, to metric geometry, and to realizations of certain stochastic processes. Our initial results are stated for…

Functional Analysis · Mathematics 2017-06-30 Palle Jorgensen , Feng Tian

We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…

Numerical Analysis · Mathematics 2020-01-10 Toni Karvonen , Simo Särkkä

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

We study three well-known minimization problems in Hilbert spaces: the weighted least squares problem and the related problems of abstract splines and smoothing. In each case we analyze the solvability of the problem for every point of the…

Functional Analysis · Mathematics 2019-10-23 Maximiliano Contino , Maria Eugenia Di Iorio y Lucero , Guillermina Fongi

This paper is devoted to the study of vector valued reproducing kernel Hilbert spaces. We focus on reproducing kernels in vector-valued reproducing kernel Hilbert spaces. In particular we extend reproducing kernels to relative reproducing…

Functional Analysis · Mathematics 2016-01-07 Ali Ebadian , Saeed Hashemi Sababe

In this paper, we study random sampling on reproducing kernel space $V$, which is a range of an idempotent integral operator. Under certain decay condition on the integral kernel, we show that any element in $V$ can be approximated by an…

Functional Analysis · Mathematics 2022-09-16 Dhiraj Patel , Sivananthan Sampath

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

A new Hardy space Hardy space approach of Dirichlet type problem based on Tikhonov regularization and Reproducing Hilbert kernel space is discussed in this paper, which turns out to be a typical extremal problem located on the upper…

Numerical Analysis · Mathematics 2017-05-31 Zhulin Liu , C. L. Philip Chen

In Bayesian statistics, a continuity property of the posterior distribution with respect to the observable variable is crucial as it expresses well-posedness, i.e., stability with respect to errors in the measurement of data. Essentially,…

Probability · Mathematics 2023-05-17 Emanuele Dolera , Edoardo Mainini

A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…

Methodology · Statistics 2019-09-06 Frank Lad , Giuseppe Sanfilippo

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