Related papers: Gaussian kernel expansion with basis functions uni…
The role of kernels is central to machine learning. Motivated by the importance of power-law distributions in statistical modeling, in this paper, we propose the notion of power-law kernels to investigate power-laws in learning problem. We…
Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…
We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…
We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…
We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…
In this paper we consider two closely related problems : estimation of eigenvalues and eigenfunctions of the covariance kernel of functional data based on (possibly) irregular measurements, and the problem of estimating the eigenvalues and…
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…
Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…
We review definitions and properties of reproducing kernel Hilbert spaces attached to Gaussian variables and processes, with a view to applications in nonparametric Bayesian statistics using Gaussian priors. The rate of contraction of…
This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical…
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…
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…
Feature maps associated with positive definite kernels play a central role in kernel methods and learning theory, where regularity properties such as Lipschitz continuity are closely related to robustness and stability guarantees. Despite…
A reproducing kernel can define an embedding of a data point into an infinite dimensional reproducing kernel Hilbert space (RKHS). The norm in this space describes a distance, which we call the kernel distance. The random Fourier features…
Regularized empirical risk minimization using kernels and their corresponding reproducing kernel Hilbert spaces (RKHSs) plays an important role in machine learning. However, the actually used kernel often depends on one or on a few…
We investigate training and using Gaussian kernel SVMs by approximating the kernel with an explicit finite- dimensional polynomial feature representation based on the Taylor expansion of the exponential. Although not as efficient as the…
Kernel methods, being supported by a well-developed theory and coming with efficient algorithms, are among the most popular and successful machine learning techniques. From a mathematical point of view, these methods rest on the concept of…
The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…
Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…
This work constructs a hypothesis test for detecting whether an data-generating function $h: R^p \rightarrow R$ belongs to a specific reproducing kernel Hilbert space $\mathcal{H}_0$ , where the structure of $\mathcal{H}_0$ is only…