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We study the consistency of minimum-norm interpolation in reproducing kernel Hilbert spaces corresponding to bounded kernels. Our main result give lower bounds for the generalization error of the kernel interpolation measured in a…

Machine Learning · Statistics 2025-09-30 Yunfei Yang

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

Error estimates for kernel interpolation in Reproducing Kernel Hilbert Spaces (RKHS) usually assume quite restrictive properties on the shape of the domain, especially in the case of infinitely smooth kernels like the popular Gaussian…

Numerical Analysis · Mathematics 2025-01-09 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

We introduce a priori Sobolev-space error estimates for the solution of nonlinear, and possibly parametric, PDEs using Gaussian process and kernel based methods. The primary assumptions are: (1) a continuous embedding of the reproducing…

Numerical Analysis · Mathematics 2023-05-10 Pau Batlle , Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Classical convergence analysis for kernel interpolation typically assumes that the target function $f$ lies in the reproducing kernel Hilbert space $\mathcal{H}_k\!\left(\Omega\right)$ induced by a kernel on a domain…

Numerical Analysis · Mathematics 2025-12-09 Tobias Ehring , Max-Paul Vogel , Bernard Haasdonk

Structured kernel interpolation (SKI) accelerates Gaussian process (GP) inference by interpolating the kernel covariance function using a dense grid of inducing points, whose corresponding kernel matrix is highly structured and thus…

Machine Learning · Computer Science 2023-05-26 Mohit Yadav , Daniel Sheldon , Cameron Musco

Kernel interpolation is a fundamental technique for approximating functions from scattered data, with a well-understood convergence theory when interpolating elements of a reproducing kernel Hilbert space. Beyond this classical setting,…

Numerical Analysis · Mathematics 2025-05-19 Toni Karvonen , Gabriele Santin , Tizian Wenzel

We show that minimum-norm interpolation in the Reproducing Kernel Hilbert Space corresponding to the Laplace kernel is not consistent if input dimension is constant. The lower bound holds for any choice of kernel bandwidth, even if selected…

Machine Learning · Statistics 2018-12-31 Alexander Rakhlin , Xiyu Zhai

The paper discusses a series of results concerning reproducing kernel Hilbert spaces, related to the factorization of their kernels. In particular, it is proved that for a large class of spaces isometric multipliers are trivial. One also…

Functional Analysis · Mathematics 2016-05-10 Rani Kumari , Jaydeb Sarkar , Srijan Sarkar , Dan Timotin

Kernel interpolation, especially in the context of Gaussian process emulation, is a widely used technique in surrogate modelling, where the goal is to cheaply approximate an input-output map using a limited number of function evaluations.…

Numerical Analysis · Mathematics 2025-11-13 Elliot J. Addy , Jonas Latz , Aretha L. Teckentrup

The polynomial kernels are widely used in machine learning and they are one of the default choices to develop kernel-based classification and regression models. However, they are rarely used and considered in numerical analysis due to their…

We study embeddings and norm estimates for tensor products of weighted reproducing kernel Hilbert spaces. These results lead to a transfer principle that is directly applicable to tractability studies of multivariate problems as integration…

Numerical Analysis · Mathematics 2021-09-21 Michael Gnewuch , Mario Hefter , Aicke Hinrichs , Klaus Ritter

We consider piecewise linear interpolation from the perspective of kernel interpolation and quadrature. If the Sobolev space $W_2^1(0, 1)$ is equipped with a suitable inner product, its reproducing kernel is piecewise linear and gives rise…

Numerical Analysis · Mathematics 2026-03-03 Toni Karvonen , Gabriele Santin , Tizian Wenzel

In this paper, interpolation by scaled multi-integer translates of Gaussian kernels is studied. The main result establishes $L_p$ Sobolev error estimates and shows that the error is controlled by the $L_p$ multiplier norm of a Fourier…

Classical Analysis and ODEs · Mathematics 2012-07-04 Thomas Hangelbroek , Wolodymyr Madych , F. J. Narcowich , J. D. Ward

Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…

Numerical Analysis · Mathematics 2024-10-22 Gabriel Lord , Andreas Petersson

In this paper we investigate the approximation properties of kernel interpolants on manifolds. The kernels we consider will be obtained by the restriction of positive definite kernels on $\R^d$, such as radial basis functions (RBFs), to a…

Functional Analysis · Mathematics 2011-01-19 Edward Fuselier , Grady Wright

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

The problem of multiple kernel learning based on penalized empirical risk minimization is discussed. The complexity penalty is determined jointly by the empirical $L_2$ norms and the reproducing kernel Hilbert space (RKHS) norms induced by…

Statistics Theory · Mathematics 2012-11-14 Vladimir Koltchinskii , Ming Yuan

We consider the sparse polynomial approximation of a multivariate function on a tensor product domain from samples of both the function and its gradient. When only function samples are prescribed, weighted $\ell^1$ minimization has recently…

Numerical Analysis · Mathematics 2019-02-22 Ben Adcock , Yi Sui
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