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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 "...
user16348's user avatar
  • 151
4 votes
0 answers
111 views

What is the native Hilbert space associated with the kernel $\frac{\sum \min{(x_i,y_i)}}{\sum \max{(x_i,y_i)}}$?

In this answer on MSE it is shown that the function $$ K:(\mathbb{R}^{>0})^n\times (\mathbb{R}^{>0})^n\rightarrow\mathbb{R}\,\quad K(x,y)=\frac{\sum_{i=1}^n\min{(x_i,y_i)}}{\sum_{i=1}^n\max{(x_i,...
g g's user avatar
  • 316
3 votes
1 answer
870 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 $\{-1,1\}$. ...
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3 votes
0 answers
495 views

Simple (?) question on inner product in reproducing kernel Hilbert space

I'm following the gentle introduction to Reproducing Kernel Hilbert Spaces From Zero to Reproducing Kernel Hilbert Spaces in Twelve Pages or Less by Hal Daumé III. I believe the author fully ...
RMurphy's user avatar
  • 163
2 votes
3 answers
866 views

The multiplier algebra of a Reproducing Kernel Hilbert Space and its commutant

In my research in the theory of Reproducing Kernel Hilbert Spaces I was concerned with this topic which came up but I could not find a reference on: If $ \mathbb{H} $ is an RKHS and we denote the ...
Don John Prep's user avatar
2 votes
1 answer
145 views

Orthonormal bases in RKHSs via interpolating sequences

Definitions and setting Let $\mathcal{H}$ be a separable, infinite-dimensional, reproducing kernel Hilbert space on a nonempty set $X$. As usual, denote the reproducing kernel on $\mathcal{H}$ by $K$ ...
ABIM's user avatar
  • 5,405
2 votes
0 answers
73 views

RKHS lying in another RKHS

Suppose $H_1$ and $H_2$ are reproducing kernel Hilbert spaces such that $H_1 \subset H_2$. For $f \in H_1$, when can I bound $\|f \|_1$ with $C\|f\|_2$ (for some $C$)? Is there a relationship between ...
Athere's user avatar
  • 93
2 votes
0 answers
553 views

$\ell_\infty$-norm covering number of RKHS ball $\{f\in\mathcal{H}: \|f\|_\mathcal{H} \leq R\}$

For any $\epsilon \in (0,1)$, let $N_\infty(\epsilon, \mathcal{H}, R)$ denote the $\epsilon$-covering number of the RKHS norm ball $\{f\in\mathcal{H}: \|f\|_\mathcal{H} \leq R\}$ with respect to the $\...
melatonin15's user avatar
2 votes
1 answer
959 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, \...
gappy3000's user avatar
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1 vote
0 answers
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What is lost after RKHS embedding of the L1 space?

We know that every distribution or $L^1$ function $f$ over space $\mathcal{X}$ (e.g., $R^d$) can be embedded to an RKHS $\mathcal{H}$ with a $1$-bounded kernel $\mathcal{K}$ (e.g., the RBF kernel) ...
epsilon's user avatar
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1 vote
0 answers
133 views

Subspace of RKHS generated by kernel mean embeddings

Suppose $\mathcal{H_k}$ is a reproducing kernel Hilbert space (RKHS) with reproducing kernel $k: \mathcal{X} \times \mathcal{X} \rightarrow \mathbb{R}$. I am looking for results characterising the ...
Athere's user avatar
  • 93
0 votes
1 answer
736 views

Proof: If a reproducing kernel exists for a Hilbert space, then it is unique

I really want to prove the statement in the title but I'm struggling with it. Here my current state: Proof via contradiction. Let $\mathcal{H}$ be a RKHS with two reproducing kernels $k$ and $\hat{k}$ ...
Pinch's user avatar
  • 13
0 votes
1 answer
217 views

Reproducing Kernel Hilbert Spaces with positive kernels

In my research I'm dealing with the following question. Let $E$ set, $K:E \times E \to \mathbb R$ a positive type function, and $\mathcal H := \mathcal H(1+K)$ (in the sense of the Moore theorem). ...
3Matrolod's user avatar
0 votes
1 answer
517 views

Injective inclusion map from RKHS function space to $L_p(\mu)$

Let $X$ be a measurable space, $\mu$ be a $\sigma$-finite measure on $X$, and $H$ be a separable reproducing kernel Hilbert space over $X$ with a measurable kernel $k$. At a certain part in a proof I ...
Eric's user avatar
  • 103