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We address the problem of approximating parametric Fourier imaging problems via interpolation/ extrapolation algorithms that impose smoothing constraints across contiguous values of the parameter. Previous works already proved that…

Numerical Analysis · Mathematics 2025-05-21 Anna Volpara , Alessandro Lupoli , Emma Perracchione

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

We extend the diffusion-map formalism to data sets that are induced by asymmetric kernels. Analytical convergence results of the resulting expansion are proved, and an algorithm is proposed to perform the dimensional reduction. In this work…

Machine Learning · Computer Science 2024-01-24 Alvaro Almeida Gomez , Antonio Silva Neto , Jorge zubelli

We introduce a broad class of self-similar processes $\{Z(t),t\ge 0\}$ called generalized Hermite process. They have stationary increments, are defined on a Wiener chaos with Hurst index $H\in (1/2,1)$, and include Hermite processes as a…

Probability · Mathematics 2015-05-15 Shuyang Bai , Murad S. Taqqu

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 give a formula relating the $L^2$-isoperimetric profile to the spectral distribution of the Laplace operator associated to a finitely generated group $\Gamma$ or a Riemannian manifold with a cocompact, isometric $\Gamma$-action. As a…

Group Theory · Mathematics 2009-09-13 Alexander Bendikov , Christophe Pittet , Roman Sauer

The exponential kernel \[E{g}(\lambda,w) = \exp -\frac{1}{\pi}\int_{\mathbb{C} } \frac{g(u)}{\overline{u-w} (u-\lambda) } da(u ),\] where the compactly supported bounded measurable function $g$ satisfies $0 \leq g\leq 1,$ and suitably…

Functional Analysis · Mathematics 2018-08-30 Kevin F. Clancey

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

This paper constructs weight-shifting integral operators for Maass forms on the full modular group SL(2,Z). Under the weight parity condition t = k (mod 2), the operator utilizes an automorphic kernel constructed via Poincare series from a…

Number Theory · Mathematics 2025-12-01 Seung Ju Lee

In this paper we construct a large class of multiplication operators on reproducing kernel Hilbert spaces which are {\em homogeneous} with respect to the action of the M\"{o}bius group consisting of bi-holomorphic automorphisms of the unit…

Functional Analysis · Mathematics 2016-08-16 Adam Korányi , Gadadhar Misra

We consider linear approximation based on function evaluations in reproducing kernel Hilbert spaces of certain analytic weighted power series kernels and stationary kernels on the interval $[-1,1]$. Both classes contain the popular Gaussian…

Numerical Analysis · Mathematics 2025-10-03 Toni Karvonen , Yuya Suzuki

This paper aims to explore the inherent connection among Heisenberg groups, quantum Fourier transform and (quasiprobability) distribution functions. Distribution functions for continuous and finite quantum systems are examined first as a…

Mathematical Physics · Physics 2015-05-18 Manas K. Patra , Samuel L. Braunstein

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

Trading and Market Microstructure · Quantitative Finance 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

Let $L$ be the generator of an analytic semigroup whose kernels satisfy Gaussian upper bounds and H\"older's continuity. Also assume that $L$ has a bounded holomorphic functional calculus on $L^2(\mathbb{R}^n)$. In this paper, we construct…

Analysis of PDEs · Mathematics 2019-03-07 Xuan Thinh Duong , Ji Li , Liang Song , Lixin Yan

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…

Probability · Mathematics 2010-09-06 Thibaud Taillefumier , Jonathan Touboul

The idea that symmetries simplify or reduce the complexity of a system has been remarkably fruitful in physics, and especially in quantum mechanics. On a mathematical level, symmetry groups single out a certain structure in the Hilbert…

Quantum Physics · Physics 2021-03-16 Oleg Kabernik

Let $\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. We study the estimation of the quadratic functional $\int_{\mathbb{R}} f^2(x)\, dx$. With a Fourier transform on the kernel function and…

Statistics Theory · Mathematics 2017-12-04 Hailing Sang , Yongli Sang , Fangjun Xu

We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize…

Machine Learning · Statistics 2011-12-20 David Duvenaud , Hannes Nickisch , Carl Edward Rasmussen

In this paper, we tackle a critical issue in nonparametric inference for systems of interacting particles on Riemannian manifolds: the identifiability of the interaction functions. Specifically, we define the function spaces on which the…

Numerical Analysis · Mathematics 2024-09-11 Sui Tang , Malik Tuerkoen , Hanming Zhou