相关论文: Generalized Hermite process: tempering, properties…

We study representations of positive definite kernels $K$ in a general setting, but with view to applications to harmonic analysis, to metric geometry, and to realizations of certain stochastic processes. Our initial results are stated for…

In most adaptive signal processing applications, system linearity is assumed and adaptive linear filters are thus used. The traditional class of supervised adaptive filters rely on error-correction learning for their adaptive capability.…

This paper proposes a Hermite-kernel realization of the conjugate filter oscillation reduction (CFOR) scheme for the simulation of fluid flows. The Hermite kernel is constructed by using the discrete singular convolution (DSC) algorithm,…

This work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the…

Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and…

Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is…

Although overparameterized models have shown their success on many machine learning tasks, the accuracy could drop on the testing distribution that is different from the training one. This accuracy drop still limits applying machine…

In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…

We consider a generalization of the classical Hermite polynomials by the addition of terms involving derivatives in the inner product. This type of generalization has been studied in the literature from the point of view of the algebraic…

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…

This work proposes kernel transform learning. The idea of dictionary learning is well known; it is a synthesis formulation where a basis is learnt along with the coefficients so as to generate or synthesize the data. Transform learning is…

This work proposes an extension of phase change and latent heat models for the simulation of metal powder bed fusion additive manufacturing processes on the macroscale and compares different models with respect to accuracy and numerical…

Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…

We use a support vector regressor based on a projected quantum kernel method to predict the density structure of 1D fermionic systems of interest in quantum chemistry and quantum matter. The kernel is built on with the observables of a…

Suppose that $\gamma$ and $\sigma$ are two continuous bounded variation paths which take values in a finite-dimensional inner product space $V$. Recent papers have introduced the truncated and the untruncated signature kernel of $\gamma$…

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…

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,…

We introduce a novel model called GAMMT (Generative Ambiguity Models using Multiple Transformers) for sequential data that is based on sets of probabilities. Unlike conventional models, our approach acknowledges that the data generation…

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…