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0answers
37 views

Positive Semidefinite Kernel? [closed]

Is the following kernel: $k(x,y) = \max\{0, x^T y - \alpha\}$ positive semi-definite? That is, is it a Mercer's Kernel? The parameter $\alpha$ is a scalar and acts as a threshold on the ...
2
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1answer
66 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
70 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 ...
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1answer
191 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, ...
4
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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 ...
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2answers
254 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 ...
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0answers
82 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
286 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 ...
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0answers
94 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
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0answers
148 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
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0answers
124 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 ...
2
votes
1answer
358 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 ...
1
vote
1answer
290 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
134 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
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1answer
310 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 ...
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0answers
369 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 ...
3
votes
1answer
525 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 ...
0
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1answer
704 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 ...