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A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

Matrix completion and extrapolation (MCEX) are dealt with here over reproducing kernel Hilbert spaces (RKHSs) in order to account for prior information present in the available data. Aiming at a faster and low-complexity solver, the task is…

Machine Learning · Statistics 2019-10-02 Pere Giménez-Febrer , Alba Pagès-Zamora , Georgios B. Giannakis

This paper presents a close form solution in Reproducing Kernel Hilbert Space (RKHS) for the famed Wiener filter, which we called the functional Wiener filter(FWF). Instead of using the Wiener-Hopf factorization theory, here we define a new…

Signal Processing · Electrical Eng. & Systems 2023-01-03 Benjamin Colburn , Luis G. Sanchez Giraldo , Jose C. Principe

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

In this paper, we introduce a generalization of Reproducing Kernel Banach Spaces (RKBS), which we term \emph{Generalized Reproducing Kernel Banach Spaces} (GRKBS). The motivation stems from recent results showing that classical fully…

Functional Analysis · Mathematics 2026-01-21 Raul Felipe-Sosa

We develop a new framework for estimating joint probability distributions using tensor product reproducing kernel Hilbert spaces (RKHS). Our framework accommodates a low-dimensional, normalized and positive model of a Radon--Nikodym…

Machine Learning · Statistics 2024-09-25 Damir Filipovic , Michael Multerer , Paul Schneider

This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about…

Machine Learning · Statistics 2016-11-25 Stephane Canu , Xavier Mary , Alain Rakotomamonjy

This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…

Numerical Analysis · Mathematics 2025-10-07 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

For a certain scaling of the initialization of stochastic gradient descent (SGD), wide neural networks (NN) have been shown to be well approximated by reproducing kernel Hilbert space (RKHS) methods. Recent empirical work showed that, for…

Machine Learning · Statistics 2022-01-12 Behrooz Ghorbani , Song Mei , Theodor Misiakiewicz , Andrea Montanari

Gaussian Radial Basis Function (RBF) Kernels are the most-often-employed kernels in artificial intelligence and machine learning routines for providing optimally-best results in contrast to their respective counter-parts. However, a little…

Machine Learning · Computer Science 2023-12-19 Himanshu Singh

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…

Machine Learning · Computer Science 2017-06-28 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

We propose a novel approach for pixel classification in hyperspectral images, leveraging on both the spatial and spectral information in the data. The introduced method relies on a recently proposed framework for learning on distributions…

Computer Vision and Pattern Recognition · Computer Science 2016-05-31 Gianni Franchi , Jesus Angulo , Dino Sejdinovic

In this work, we consider the problem of learning nonlinear operators that correspond to discrete-time nonlinear dynamical systems with inputs. Given an initial state and a finite input trajectory, such operators yield a finite output…

Optimization and Control · Mathematics 2024-12-25 Mircea Lazar

We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…

Numerical Analysis · Mathematics 2024-12-12 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

This paper designs novel nonparametric Bellman mappings in reproducing kernel Hilbert spaces (RKHSs) for reinforcement learning (RL). The proposed mappings benefit from the rich approximating properties of RKHSs, adopt no assumptions on the…

Signal Processing · Electrical Eng. & Systems 2024-04-01 Yuki Akiyama , Minh Vu , Konstantinos Slavakis

We consider conditions on a given system $\mathcal{F}$ of vectors in Hilbert space $\mathcal{H}$, forming a frame, which turn $\mathcal{H}$ into a reproducing kernel Hilbert space. It is assumed that the vectors in $\mathcal{F}$ are…

Functional Analysis · Mathematics 2016-06-16 Palle E. T. Jorgensen , Myung-Sin Song

In this paper, we present a unified approach to function approximation in reproducing kernel Hilbert spaces (RKHS) that establishes a previously unrecognized optimality property for several well-known function approximation techniques, such…

Statistics Theory · Mathematics 2013-01-08 Richard J. Barton

Local Fr'echet Regression (LFR) is a nonparametric regression method for settings in which the explanatory variable lies in a Euclidean space and the response variable lies in a metric space. It is used to estimate smooth trajectories in…

Statistics Theory · Mathematics 2025-07-08 Yuki Iida , Hiroshi Shiraishi , Hiroaki Ogata

After a brief review of the definition of the Trudinger-Moser functions in dimension $N=2$ and some basic notions in the theory of ``Reproducing Kernel Hilbert Spaces (RKHS)'', we will show that there is a close connection between those two…

Functional Analysis · Mathematics 2025-11-18 David G. Costa , Hossein Tehrani

In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…

Methodology · Statistics 2026-01-22 Deep Ghoshal , Xiaofeng Shao