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5
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1answer
179 views

Proving that a specific kernel is positive definite

Most theoretical papers concerning kernels assume that they are given a positive definite kernel. In this question, we want to show that a specific kernel is positive definite. We are interested in ...
1
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0answers
39 views

Efficient evaluation of multidimensional kernel density estimate

Edit I have copied this discussion to the stats community site here, since I feel it is more relevant. Please feel free to close this in due course. I've seen a reasonable amount of literature about ...
2
votes
1answer
87 views

Karhunen-Loeve expansion for discrete-time process

Is there a Karhunen-Loeve theorem for discrete-time process? For example, let $\left\{X_i\right\}$ be a sequence of independent random variable which are uniformly distributed on the set $\{-1,1\}$. ...
2
votes
0answers
72 views

Is every covariance operator the covariance of a measure?

Let $X$ be a topological linear space over $\mathbb R$ which is complete and Hausdorff with a dual space that separates points. Let $k : X^* \to X$ be an arbitrary covariance operator. i.e., any ...
4
votes
0answers
68 views

Level sets of linear combinations of Gaussians

I am trying to work out whether level sets of linear combinations of Gaussian functions are unique. For a given integer $n\ge 1$, fix $n$ points $x_i\in\mathbb{R}^d$ and $\sigma>0$. Let ...
0
votes
2answers
268 views

Kernel of AB if $[A,B]=0$ and $AB\neq0$? [closed]

I have found similar results here and mathematics stack exchange but they all imposed specific conditions that don't suit this problem in particular. The problem is as follows. Let A,B be square ...
1
vote
0answers
98 views

Gaussian upper bounds on Heat kernel

Let $M$ be a complete Riemannian manifold with Ricci curvature bounded below and let $k(t, x, y)$ be the heat kernel of the Laplace-Beltrami operator. It seems to be standard that for any compact ...
5
votes
2answers
316 views

Operators from $L^{\infty}$ to $L^{\infty}$

If $T$ defined as $T(f)(x)=\int K(x,y)f(y)dy$, where $K(x,y)$ is locally integrable, is bounded from $L^{\infty}$ to $L^{\infty}$, how can we show that $\|\int|K(\cdot,y)|dy\|_{L^{\infty}}\le ...
0
votes
0answers
100 views

Rank of Conjugate Closure of a Subset

How does one find the rank of a conjugate closure of a subset? In particular, I am studying this group: Let $K_n$ be the group with $n$ generators $x_1,\cdots,x_n$ satisfying the relation that each ...
8
votes
0answers
155 views

Determining the kernel of a Vandermonde-like matrix

The kernel of a Vandermonde matrix can be determined using >this< formula. The following type of matrix has a similar structure, and should also have a one-dimensional kernel. $V= ...
0
votes
0answers
132 views

Finite rank free modules over PIDs

I have two finite rank free modules $M,N$ over a principal ideal domain (the ring of formal complex power series to be exact) and a homomorphism between these two modules $\phi:M\rightarrow N$. Under ...
1
vote
1answer
199 views

Do kernels provide a basis for a RKHS?

Let $H$ be a Reproducing Kernel Hilbert Space with elements $f:X\rightarrow \mathbb{C}$, with kernel $K(x, y)$. My question is whether, for some choice of $x_i\in X$, it is the case that $u_i:=K(x_i, ...
1
vote
1answer
314 views

Eigenfunctions and eigenvalues of the product of two exponential kernels

Consider the following exponential kernel: $k(x_1, x_2) = \exp\left(\frac{|x_1 - x_2|}{L}\right)$, which is symmetric and non-negative definite. By virtue of Mercer's theorem, we have $k(x_1, x_2) ...
2
votes
0answers
139 views

Cameron-Martin like RKHS

Hello, I know that $k(x,y)=min(x,y)$ is the reproducing kernel of the Cameron Martin space of all i.i.d. RVs of Brownian motion at different times, with the $cov$ inner product. What is the RKHS ...
3
votes
1answer
321 views

Does anybody know an estimation of L4 norm of fejer kernel ?

Hi, I need an estimation or an exact closed form expression for the following integral $\int_{0}^{2\pi} K_N^4(s) ds $ where $K_N(s)= \frac{1}{N2\pi} (\frac{sin(Ns/2)}{sin(s/2)})^2$, the Fejer ...
6
votes
0answers
380 views

The log kernel and Bochner Theorem

I was wondering if it possible to find a measure $\eta$ on $\mathbb{R}$ such that $$ L(x):=\log\frac{1}{|x|}=\int e^{itx}\;d\eta(t) $$ for every $x\in [0,1/2]$. On a structural ground, this ...
4
votes
1answer
540 views

Doubts on Reproducing Kernel Hilbert Spaces and orthogonal decomposition

I'm a CS student and I'm trying to learn RKHS theory to understand the passages made in this paper . Among the bibliography I'm using there are "On the mathematical fundamentals of learning" and ...
2
votes
1answer
369 views

Integral kernel of form $e^{-<x,y>^2}$

Let $K(x,y): \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ given by $K(x,y) = e^{-< x,y>^2}$ where $<\cdot,\cdot>$ denote the canonical inner product. Define integral operator ...
0
votes
1answer
741 views

Kernel width in Kernel density estimation

Hi, I am doing some Kernel density estimation, with a weighted points set (ie., each sample has a weight which is not necessary one), in N dimensions. Also, these samples are just in a metric space ...