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We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…

Computation · Statistics 2019-11-12 David P. Hofmeyr

Kernel matrices are ubiquitous in computational mathematics, often arising from applications in machine learning and scientific computing. In two or three spatial or feature dimensions, such problems can be approximated efficiently by a…

Numerical Analysis · Mathematics 2025-11-07 Abraham Khan , Chao Chen , Vishwas Rao , Arvind K. Saibaba

Computing the eigenvectors and eigenvalues of a perturbed matrix can be remarkably difficult when the unperturbed matrix has repeated eigenvalues. In this work we show how the limiting eigenvectors and eigenvalues of a symmetric matrix…

Numerical Analysis · Mathematics 2025-07-08 Konstantin Usevich , Simon Barthelme

Kernel spectral clustering corresponds to a weighted kernel principal component analysis problem in a constrained optimization framework. The primal formulation leads to an eigen-decomposition of a centered Laplacian matrix at the dual…

Social and Information Networks · Computer Science 2014-12-03 Raghvendra Mall , Rocco Langone , Johan A. K. Suykens

In recent years, the spectral analysis of appropriately defined kernel matrices has emerged as a principled way to extract the low-dimensional structure often prevalent in high-dimensional data. Here we provide an introduction to spectral…

Machine Learning · Statistics 2010-04-20 Mohamed-Ali Belabbas , Patrick J. Wolfe

Kernels are often developed and used as implicit mapping functions that show impressive predictive power due to their high-dimensional feature space representations. In this study, we gradually construct a series of simple feature maps that…

Machine Learning · Computer Science 2020-07-20 Gurhan Ceylan , S. Ilker Birbil

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

The regularity of integration kernels forces decay rates of singular values of associated integral operators. This is well-known for symmetric operators with kernels defined on $(a,b) \times (a,b)$, where $(a,b)$ is an interval. Over time,…

Functional Analysis · Mathematics 2023-11-07 Darko Volkov

Kernel adaptive filtering (KAF) integrates traditional linear algorithms with kernel methods to generate nonlinear solutions in the input space. The standard approach relies on the representer theorem and the kernel trick to perform…

Signal Processing · Electrical Eng. & Systems 2025-01-16 Kan Li , Jose C. Principe

Quantum kernels quantify similarity between data points by measuring the inner product between quantum states, computed through quantum circuit measurements. By embedding data into quantum systems, quantum kernel feature maps, that may be…

Quantum Physics · Physics 2025-03-24 Joachim Tomasi , Sandrine Anthoine , Hachem Kadri

Kernel methods are a highly effective and widely used collection of modern machine learning algorithms. A fundamental limitation of virtually all such methods are computations involving the kernel matrix that naively scale quadratically…

Machine Learning · Computer Science 2021-06-09 John Paul Ryan , Sebastian Ament , Carla P. Gomes , Anil Damle

This paper investigates the critical role of eigenalignments between the kernel matrix and learning targets in achieving robust generalization in learning problems. We establish a direct connection between generalization performance in…

Machine Learning · Statistics 2026-05-18 Yang Liu , Ernest Fokoue , Richard Lange , Daniel Krutz

Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the…

Machine Learning · Statistics 2014-09-18 Luwan Zhang , Grace Wahba , Ming Yuan

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

Statistics Theory · Mathematics 2025-07-22 Jebalia Mohamed , Ahmed Souabni

In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the…

Information Theory · Computer Science 2014-11-04 Paul Honeine

Kernel methods have great promise for learning rich statistical representations of large modern datasets. However, compared to neural networks, kernel methods have been perceived as lacking in scalability and flexibility. We introduce a…

Machine Learning · Computer Science 2014-12-22 Zichao Yang , Alexander J. Smola , Le Song , Andrew Gordon Wilson

We consider n-by-n matrices whose (i, j)-th entry is f(X_i^T X_j), where X_1, ...,X_n are i.i.d. standard Gaussian random vectors in R^p, and f is a real-valued function. The eigenvalue distribution of these random kernel matrices is…

Probability · Mathematics 2012-03-26 Xiuyuan Cheng , Amit Singer

Deep networks are nowadays becoming popular in many computer vision and pattern recognition tasks. Among these networks, deep kernels are particularly interesting and effective, however, their computational complexity is a major issue…

Computer Vision and Pattern Recognition · Computer Science 2018-12-24 Hichem Sahbi

Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin , Robert Schaback