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A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

As a generalization of the work in [Lee et al., 2017], this note briefly discusses when the prior of a neural network output follows a Gaussian process, and how a neural-network-induced Gaussian process is formulated. The posterior mean…

Machine Learning · Computer Science 2021-07-27 Mengwu Guo

This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…

Statistics Theory · Mathematics 2021-08-17 Paul Dommel , Alois Pichler

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

The Neural Tangent Kernel (NTK) has discovered connections between deep neural networks and kernel methods with insights of optimization and generalization. Motivated by this, recent works report that NTK can achieve better performances…

Machine Learning · Computer Science 2021-04-06 Insu Han , Haim Avron , Neta Shoham , Chaewon Kim , Jinwoo Shin

In this note we extend kernel function approximation results for neural networks with Gaussian-distributed weights to single-layer networks initialized using Haar-distributed random orthogonal matrices (with possible rescaling). This is…

Machine Learning · Computer Science 2021-04-14 James Martens

Gaussian processes are machine learning models capable of learning unknown functions in a way that represents uncertainty, thereby facilitating construction of optimal decision-making systems. Motivated by a desire to deploy Gaussian…

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

Mathematical Physics · Physics 2015-06-11 G. Akemann , Z. Burda

The impressive practical performance of neural networks is often attributed to their ability to learn low-dimensional data representations and hierarchical structure directly from data. In this work, we argue that these two phenomena are…

Machine Learning · Statistics 2025-10-06 Libin Zhu , Damek Davis , Dmitriy Drusvyatskiy , Maryam Fazel

Kernel methods are used extensively in classical machine learning, especially in the field of pattern analysis. In this paper, we propose a kernel-based quantum machine learning algorithm that can be implemented on a near-term, intermediate…

Quantum Physics · Physics 2019-06-11 Roohollah Ghobadi , Jaspreet S. Oberoi , Ehsan Zahedinejhad

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Machine Learning · Statistics 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant

Metrics specifying distances between data points can be learned in a discriminative manner or from generative models. In this paper, we show how to unify generative and discriminative learning of metrics via a kernel learning framework.…

Machine Learning · Computer Science 2011-09-26 Yuan Shi , Yung-Kyun Noh , Fei Sha , Daniel D. Lee

In the article we study properties of the random integral operator in $L_2(\mathbb{R})$ whose kernel is obtained as a convolution of Gaussian density with a stationary point process.

Probability · Mathematics 2024-07-01 Andrey Dorogovtsev , Iaroslava Korenovska

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

Low-rank tensor regression, a new model class that learns high-order correlation from data, has recently received considerable attention. At the same time, Gaussian processes (GP) are well-studied machine learning models for structure…

Machine Learning · Computer Science 2017-11-01 Rose Yu , Guangyu Li , Yan Liu

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

Neural tangent kernels (NTKs) have been proposed to study the behavior of trained neural networks from the perspective of Gaussian processes. An important result in this body of work is the theorem of equivalence between a trained neural…

Machine Learning · Statistics 2025-01-22 Haoran Liu , Anthony Tai , David J. Crandall , Chunfeng Huang

In this article we construct a maximal set of kernels for a multi-parameter linear scale-space that allow us to construct trees for classification and recognition of one-dimensional continuous signals similar the Gaussian linear scale-space…

Statistics Theory · Mathematics 2023-05-24 Leon A. Luxemburg , Steven B. Damelin