Related papers: Gaussian kernel expansion with basis functions uni…

In this paper, we critically examine the prevalent practice of using additive mixtures of Mat\'ern kernels in single-output Gaussian process (GP) models and explore the properties of multiplicative mixtures of Mat\'ern kernels for…

The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…

In this paper, we study error bounds for {\em Bayesian quadrature} (BQ), with an emphasis on noisy settings, randomized algorithms, and average-case performance measures. We seek to approximate the integral of functions in a {\em…

We consider kernel methods on general geodesic metric spaces and provide both negative and positive results. First we show that the common Gaussian kernel can only be generalized to a positive definite kernel on a geodesic metric space if…

Bregman divergences play a pivotal role in statistics, machine learning and computational information geometry. Particularly in the context of machine learning, they are central to clustering, exponential families, parameter estimation and…

This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about…

Generalization beyond a training dataset is a main goal of machine learning, but theoretical understanding of generalization remains an open problem for many models. The need for a new theory is exacerbated by recent observations in deep…

Despite their success, kernel methods suffer from a massive computational cost in practice. In this paper, in lieu of commonly used kernel expansion with respect to $N$ inputs, we develop a novel optimal design maximizing the entropy among…

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

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…

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

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…

In this paper we propose a family of tractable kernels that is dense in the family of bounded positive semi-definite functions (i.e. can approximate any bounded kernel with arbitrary precision). We start by discussing the case of stationary…

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Radial Basis Function (RBF), or Gaussian, kernels are among the most widely used parametric kernels in machine learning, particularly in methods such as Support Vector Machines (SVM) and kernel-based subspace approaches. The kernel…

In this paper we consider the reproducing kernel thesis for boundedness and compactness for operators on $\ell^2$--valued Bergman-type spaces. This paper generalizes many well--known results about classical function spaces to their…

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…

The study presents a vector-valued extension of the classical Mercer theorem within the framework of reproducing kernel Hilbert spaces defined over Kaplansky-Hilbert modules associated with the algebra of essentially bounded measurable…

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear…

Let $K: \boldsymbol{\Omega}\times \boldsymbol{\Omega}$ be a continuous Mercer kernel defined on a compact subset of ${\mathbb R}^n$ and $\mathcal{H}_K$ be the reproducing kernel Hilbert space (RKHS) associated with $K$. Given a finite…