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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

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

Machine Learning · Computer Science 2020-02-23 Patrick Heas , Cedric Herzet , Benoit Combes

Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by…

Machine Learning · Statistics 2016-10-28 Anthony O. Smith , Anand Rangarajan

In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…

Methodology · Statistics 2012-11-20 Heng Lian

We study a reproducing kernel Hilbert space of functions defined on the positive integers and associated to the binomial coefficients. We introduce two transforms, which allow us to develop a related harmonic analysis in this Hilbert space.…

Complex Variables · Mathematics 2014-12-19 Daniel Alpay , Palle Jorgensen

The theory of positive kernels and associated reproducing kernel Hilbert spaces, especially in the setting of holomorphic functions, has been an important tool for the last several decades in a number of areas of complex analysis and…

Operator Algebras · Mathematics 2016-02-03 Joseph A. Ball , Gregory Marx , Victor Vinnikov

We generalize the sparsification algorithm of Batson, Spielman and Srivastava, making one part of the result dimension-independent. In particular, we recover discretization inequalities in $L_2$- and sup-norms on general finite-dimensional…

Numerical Analysis · Mathematics 2026-02-24 Abdellah Chkifa , Matthieu Dolbeault , David Krieg , Mario Ullrich

Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

Machine Learning · Statistics 2024-02-20 Jiading Liu , Lei Shi

In this paper we investigate and compare different gradient algorithms designed for the domain expression of the shape derivative. Our main focus is to examine the usefulness of kernel reproducing Hilbert spaces for PDE constrained shape…

Optimization and Control · Mathematics 2016-04-20 Martin Eigel , Kevin Sturm

It is one of the most challenging issues in applied mathematics to approximately solve high-dimensional partial differential equations (PDEs) and most of the numerical approximation methods for PDEs in the scientific literature suffer from…

Probability · Mathematics 2024-06-04 Fabian Hornung , Arnulf Jentzen , Diyora Salimova

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…

Numerical Analysis · Mathematics 2025-12-08 Michael Gnewuch , Klaus Ritter , Robin Rüßmann

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on…

Optimization and Control · Mathematics 2024-10-11 Massimo Fornasier , Pascal Heid , Giacomo Enrico Sodini

Artificial neural networks (ANNs) have become a very powerful tool in the approximation of high-dimensional functions. Especially, deep ANNs, consisting of a large number of hidden layers, have been very successfully used in a series of…

Numerical Analysis · Mathematics 2021-03-09 Philipp Grohs , Shokhrukh Ibragimov , Arnulf Jentzen , Sarah Koppensteiner

We consider frames F in a given Hilbert space, and we show that every F may be obtained in a constructive way from a reproducing kernel and an orthonormal basis in an ambient Hilbert space. The construction is operator-theoretic, building…

Classical Analysis and ODEs · Mathematics 2007-05-23 Palle E. T. Jorgensen