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We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules…

Numerical Analysis · Mathematics 2022-10-12 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-$\sqrt{n}$ convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging…

Machine Learning · Statistics 2016-10-31 Motonobu Kanagawa , Bharath K. Sriperumbudur , Kenji Fukumizu

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

Kernel herding belongs to a family of deterministic quadratures that seek to minimize the worst-case integration error over a reproducing kernel Hilbert space (RKHS). These quadrature rules come with strong experimental evidence that this…

Machine Learning · Computer Science 2025-08-12 Martin Rouault , Rémi Bardenet , Mylène Maïda

An infinitely wide model is a weighted integration $\int \varphi(x,v) d \mu(v)$ of feature maps. This model excels at handling an infinite number of features, and thus it has been adopted to the theoretical study of deep learning. Kernel…

Machine Learning · Statistics 2020-07-08 Sho Sonoda

This article reviews and studies the properties of Bayesian quadrature weights, which strongly affect stability and robustness of the quadrature rule. Specifically, we investigate conditions that are needed to guarantee that the weights are…

Statistics Theory · Mathematics 2019-08-05 Toni Karvonen , Motonobu Kanagawa , Simo Särkkä

In this paper, we propose a new randomized method for numerical integration on a compact complex manifold with respect to a continuous volume form. Taking for quadrature nodes a suitable determinantal point process, we build an unbiased…

Complex Variables · Mathematics 2024-05-16 Thibaut Lemoine , Rémi Bardenet

In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…

Machine Learning · Computer Science 2021-06-14 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Recently, motivated by the rapid increase of the data size in various applications, Monemizadeh [APPROX'23] and Driemel, Monemizadeh, Oh, Staals, and Woodruff [SoCG'25] studied geometric problems in the setting where the only access to the…

Computational Geometry · Computer Science 2026-03-24 T. Schibler , J. Xue , J. Zhu

We consider the following problem in computational geometry: given, in the d-dimensional real space, a set of points marked as positive and a set of points marked as negative, such that the convex hull of the positive set does not intersect…

Optimization and Control · Mathematics 2024-07-30 Michele Barbato , Alberto Ceselli , Rosario Messana

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio $s/d$, where $s$ and $d$ encode the…

Machine Learning · Statistics 2017-08-01 Francois-Xavier Briol , Chris J. Oates , Jon Cockayne , Wilson Ye Chen , Mark Girolami

Quadrature formulas for spheres, the rotation group, and other compact, homogeneous manifolds are important in a number of applications and have been the subject of recent research. The main purpose of this paper is to study coordinate…

Numerical Analysis · Mathematics 2012-11-26 E. Fuselier , T. Hangelbroek , F. J. Narcowich , J. D. Ward , G. B. Wright

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…

Probability · Mathematics 2023-01-11 Satoshi Hayakawa , Terry Lyons , Harald Oberhauser

In this paper we present several results on the expected complexity of a convex hull of $n$ points chosen uniformly and independently from a convex shape. (i) We show that the expected number of vertices of the convex hull of $n$ points,…

Computational Geometry · Computer Science 2011-11-24 Sariel Har-Peled

We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…

Optimization and Control · Mathematics 2022-11-29 Linchuan Wei , Alper Atamtürk , Andrés Gómez , Simge Küçükyavuz

Let K be a convex body in $R^d$. A random polytope is the convex hull $[x_1,...,x_n]$ of finitely many points chosen at random in K. $\Bbb E(K,n)$ is the expectation of the volume of a random polytope of n randomly chosen points. I.…

Metric Geometry · Mathematics 2016-09-06 Carsten Schütt

The Monte Carlo method is often used to simulate systems which can be modeled by random walks. In order to calculate observables, in many implementations the "walkers" carry a statistical weight which is generally assumed to be positive.…

Statistical Mechanics · Physics 2022-08-05 Hunter Belanger , Davide Mancusi , Andrea Zoia

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

Let $K$ be a convex body in $\R^d$, let $j\in\{1, ..., d-1\}$, and let $\varrho$ be a positive and continuous probability density function with respect to the $(d-1)$-dimensional Hausdorff measure on the boundary $\partial K$ of $K$. Denote…

Metric Geometry · Mathematics 2014-10-07 Károly J. Böröczky , Ferenc Fodor , Daniel Hug
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