相关论文: Reproducing kernel Hilbert spaces of Gaussian prio…
In this paper we introduce a generalization of the classical $\Leb_2(\Rd)$-based Sobolev spaces with the help of a vector differential operator $\mathbf{P}$ which consists of finitely or countably many differential operators $P_n$ which…
We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…
This note consists of two largely independent parts. In the first part we give conditions on the kernel $k: \Omega \times \Omega \rightarrow \mathbb{R}$ of a reproducing kernel Hilbert space $H$ continuously embedded via the identity…
We study posterior contraction rates for a class of deep Gaussian process priors applied to the nonparametric regression problem under a general composition assumption on the regression function. It is shown that the contraction rates can…
Specifying a prior distribution is an essential part of solving Bayesian inverse problems. The prior encodes a belief on the nature of the solution and this regularizes the problem. In this article we completely characterize a Gaussian…
In this work, we investigate Gaussian Processes indexed by multidimensional distributions. While directly constructing radial positive definite kernels based on the Wasserstein distance has been proven to be possible in the unidimensional…
Hyperspectral measurements from long range sensors can give a detailed picture of the items, materials, and chemicals in a scene but analysis can be difficult, slow, and expensive due to high spatial and spectral resolutions of…
This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…
We give two new global and algorithmic constructions of the reproducing kernel Hilbert space associated to a positive definite kernel. We further present ageneral positive definite kernel setting using bilinear forms, and we provide new…
Reproducing kernel Hilbert spaces (RKHSs) play an important role in many statistics and machine learning applications ranging from support vector machines to Gaussian processes and kernel embeddings of distributions. Operators acting on…
Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…
Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation…
Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…
It is known that the membership in a given reproducing kernel Hilbert space (RKHS) of the samples of a Gaussian process $X$ is controlled by a certain nuclear dominance condition. However, it is less clear how to identify a "small" set of…
We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…
On a compact Lie group $G$, we consider the reproducing kernel Hilbert space $\mathcal{H}_K$ associated with the integral kernel $K$ of a left-invariant, positive, symmetric, trace class integral operator on $L^2(G)$. We present lower and…
We construct optimal low-rank approximations for the Gaussian posterior distribution in linear Gaussian inverse problems with possibly infinite-dimensional separable Hilbert parameter spaces and finite-dimensional data spaces. We first…
In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…
A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…