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We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

统计计算 · 统计学 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

机器学习 · 统计学 2018-01-23 Ching-An Cheng , Byron Boots

Reproducing kernel Hilbert spaces are uniquely characterized by their kernel, but reproducing kernel Banach spaces (RKBS) are not. However, a characterization of which RKBS admit a given kernel as reproducing kernel is lacking. This work…

泛函分析 · 数学 2026-03-31 Tjeerd Jan Heeringa

Reconstruction of a function from noisy data is often formulated as a regularized optimization problem over an infinite-dimensional reproducing kernel Hilbert space (RKHS). The solution describes the observed data and has a small RKHS norm.…

机器学习 · 统计学 2013-07-18 Aleksandr Y. Aravkin , Bradley M. Bell , James V. Burke , Gianluigi Pillonetto

We establish some new bounds on the log-covering numbers of (anisotropic) Gaussian reproducing kernel Hilbert spaces. Unlike previous results in this direction we focus on small explicit constants and their dependency on crucial parameters…

泛函分析 · 数学 2020-11-17 Ingo Steinwart , Simon Fischer

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

统计理论 · 数学 2019-06-26 James A. Grant , David S. Leslie

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate…

统计理论 · 数学 2020-07-15 Shota Gugushvili , Aad van der Vaart , Dong Yan

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

统计理论 · 数学 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…

泛函分析 · 数学 2012-08-15 Daniel Alpay , Palle Jorgensen

We study embeddings between reproducing kernel Hilbert spaces $H(K)$ of functions of $d \in \mathbb{N} \cup \{\infty\}$ variables. The kernels $K$ are superpositions of weighted finite tensor products of a fixed univariate kernel. The basic…

数值分析 · 数学 2026-05-01 Michael Gnewuch , Peter Kritzer , Klaus Ritter

We show that polynomials do not belong to the reproducing kernel Hilbert space of infinitely differentiable translation-invariant kernels whose spectral measures have moments corresponding to a determinate moment problem. Our proof is based…

统计理论 · 数学 2021-08-13 Holger Dette , Anatoly Zhigljavsky

The theory of positive kernels and associated reproducing kernel Hilbert spaces, especially in the setting of holomorphic functions, has been an important tool for the last several decades in a number of areas of complex analysis and…

算子代数 · 数学 2016-02-03 Joseph A. Ball , Gregory Marx , Victor Vinnikov

Kernel expansions are a topic of considerable interest in machine learning, also because of their relation to the so-called feature maps introduced in machine learning. Properties of the associated basis functions and weights (corresponding…

机器学习 · 计算机科学 2024-10-03 Mauro Bisiacco , Gianluigi Pillonetto

We study posterior rates of contraction in Gaussian process regression with unbounded covariate domain. Our argument relies on developing a Gaussian approximation to the posterior of the leading coefficients of a Karhunen--Lo\'{e}ve…

统计理论 · 数学 2015-10-06 Anirban Bhattacharya , Debdeep Pati

Suppose H is a space of functions on X. If H is a Hilbert space with reproducing kernel then that structure of H can be used to build distance functions on X. We describe some of those and their interpretations and interrelations. We also…

复变函数 · 数学 2012-05-01 Nicola Arcozzi , Richard Rochberg , Eric T. Sawyer , Brett D. Wick

In this paper, we introduce the notion of reproducing kernel Hilbert spaces for graphs and the Gram matrices associated with them. Our aim is to investigate the Gram matrices of reproducing kernel Hilbert spaces. We provide several bounds…

组合数学 · 数学 2012-12-19 Michio Seto , Sho Suda , Tetsuji Taniguchi

The role of kernels is central to machine learning. Motivated by the importance of power-law distributions in statistical modeling, in this paper, we propose the notion of power-law kernels to investigate power-laws in learning problem. We…

机器学习 · 计算机科学 2013-04-02 Debarghya Ghoshdastidar , Ambedkar Dukkipati

Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…

信息论 · 计算机科学 2018-03-16 Vinay Praneeth Boda

Kernel methods, being supported by a well-developed theory and coming with efficient algorithms, are among the most popular and successful machine learning techniques. From a mathematical point of view, these methods rest on the concept of…

机器学习 · 统计学 2023-03-20 Christian Fiedler , Michael Herty , Michael Rom , Chiara Segala , Sebastian Trimpe

We develop sampling formulas for high-dimensional functions in reproducing kernel Hilbert spaces, where we rely on irregular samples that are taken at determining sequences of data points. We place particular emphasis on sampling formulas…

机器学习 · 计算机科学 2025-04-21 Armin Iske , Lennart Ohlsen