Related papers: A Representer Theorem for Hawkes Processes via Pen…
Estimating the dissipativity of nonlinear systems from empirical data is useful for the analysis and control of nonlinear systems, especially when an accurate model is unavailable. Based on a Koopman operator model of the nonlinear system…
Over the last decade, kernel methods for nonlinear processing have successfully been used in the machine learning community. The primary mathematical tool employed in these methods is the notion of the Reproducing Kernel Hilbert Space.…
We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…
Hawkes Processes are a type of point process for modeling self-excitation, i.e., when the occurrence of an event makes future events more likely to occur. The corresponding self-triggering function of this type of process may be inferred…
This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…
The necessary and sufficient conditions for existence of a generalized representer theorem are presented for learning Hilbert space-valued functions. Representer theorems involving explicit basis functions and Reproducing Kernels are a…
Sparsity of a learning solution is a desirable feature in machine learning. Certain reproducing kernel Banach spaces (RKBSs) are appropriate hypothesis spaces for sparse learning methods. The goal of this paper is to understand what kind of…
The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…
We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure…
The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties using non-negative causal bases, yielding conservative…
We consider a general regularised interpolation problem for learning a parameter vector from data. The well known representer theorem says that under certain conditions on the regulariser there exists a solution in the linear span of the…
This paper presents two models of neural-networks and their training applicable to neural networks of arbitrary width, depth and topology, assuming only finite-energy neural activations; and a novel representor theory for neural networks in…
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…
The aim of this study is to present a good modernistic strategy for solving some well-known classes of Lane-Emden type singular differential equations. The proposed approach is based on the reproducing kernel Hilbert space (RKHS) and…
Large machine learning models achieve unprecedented performance on various tasks and have evolved as the go-to technique. However, deploying these compute and memory hungry models on resource constraint environments poses new challenges. In…
We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…
In this work, we develop and study an empirical projection operator scheme for solving nonparametric regression problems. This scheme is based on an approximate projection of the regression function over a suitable reproducing kernel…
The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…
We present a new framework for online Least Squares algorithms for nonlinear modeling in RKH spaces (RKHS). Instead of implicitly mapping the data to a RKHS (e.g., kernel trick), we map the data to a finite dimensional Euclidean space,…
We propose a general framework for policy representation for reinforcement learning tasks. This framework involves finding a low-dimensional embedding of the policy on a reproducing kernel Hilbert space (RKHS). The usage of RKHS based…