# Questions tagged [kernels]

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### Karhunen-Loeve expansion of vector valued random processes

This thesis (https://www.semanticscholar.org/paper/Karhunen-Loeve-expansions-and-their-applications-Wang/f173dfb99ec4cbd08e779923770466cf1ef3f138) introduces multivariate KL expansion using a ...
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### Uniform convergence rate of combinations of kernels

I know the uniform convergence rate of kernel density estimator $\hat{f}(x_1,x_2)=\frac{1}{nh_1h_2...h_q}\sum_{i=1}^nk(\frac{X_{1i}-x_1}{h_1})k(\frac{X_{2i}-x_2}{h_2})$ under some smoothness ...
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### Norms of the Dirichlet kernel

I guess that the following estimates are classical. Let $D_N$ be the $1D$ Dirichlet kernel, $$D_N(t)=\frac{\sin((N+\frac12)t)}{\sin (t/2)}.$$ We have for $1<p<\infty$, \begin{align} \Vert D_N\...
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### Different type of measurability of transition kernel

Let $(E,d)$ be a Polish space equipped with the Borel $\sigma$-algebra $\mathcal{E}$. Let $\mathcal{P}(E)$ be the space of all probability measures on $(E,\mathcal{E})$. We eqiup this space with the ...
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### Does the set of positive definite kernels on some set X form a ring?

Given some non-empty set $X$, does the set of positive definite kernels on $K_X$ form a ring with pointwise addition and multiplication. I am convinced it does not as surely if $k \in K_X$ then we ...
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### 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 ...
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### Earth movers distance (EMD) between two multivariate normals. Is it negative definite distance?

I was looking at the closed form formula for 2-Wassersteins distance for multivariate normal distribution on Wikipedia. https://en.wikipedia.org/wiki/Wasserstein_metric#Normal_distributions It has a ...
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### How can Kernel functions make a Grassmann manifold into an Euclidean vector space?

I'm trying to read a paper called "Graph Embedding Discriminant Analysis on Grassmannian Manifolds for Improved Image Set Matching" and I came across a sentence that confused me (the last one): A ...
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### basis representation of a special sinc kernel

I have a functional map from $(x,y) \in \mathbb{R}^2$ to another function $f_{x,y}(z,w) \in \mathbb{C}$. (Variables $z,w$ range from $-\infty$ to $\infty$.) That is, for any pair $x,y$, I get a ...
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### 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 ...
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### Ideals in exterior algebras over the field with two elements

Suppose we have an exterior algebra over $\mathbb{F_2}$, say $R = \Lambda_{\mathbb{F_2}}V$, where $V$ is an $n$-dimensional $\mathbb{F}_2$ vectorspace. Let $x_1,\ldots,x_n$ be a basis of that ...
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### Duality argument to get $L^\infty-L^2$ inequality

In page 79 of Davies's book on Heat Kernels and spectral theory, the author proves that $$\lVert e^{-Ht}f \rVert_2 \leq c_1t^{-\mu/ 4}\lVert f \rVert_1$$ where the norms are $L^p$ norms. He states ...
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### Which sections of $T^*M\odot T^*M$ have reproducing kernel “primitives”?

Given a smooth reproducing kernel $\kappa:M\times M\rightarrow \mathbb{R}$ on a manifold $M$, we can construct a section, $\alpha_{\kappa}$, of the symmetric tensor product $T^*M\odot T^*M$ by taking ...
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### 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 ...
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### Measurability for disintegration of a kernel

Let $(x, A) \mapsto P(x, A)$ be a probability kernel whose "target" (wikipedia terminology) is a product space $Y \times Z$, and say both $Y$ and $Z$ are compact metric spaces. For every $x$ there is ...
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### 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 ...
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### 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 ...
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### 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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### 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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