Questions tagged [kernels]

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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) ...
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$L_1$ convergence rates for multivariate kernel density estimation

Let $X$ be a random variable on $\mathbb R^d$ with probability density function $f$, and let $X_1,\ldots,X_n$ of $X$ be $n$ iid copies of $X$. Given a bandwidth parameter $h=h_n > 0$ and a kernel $...
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2 votes
2 answers
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Sharp Dirichlet heat kernel estimates in exterior domains?

I am right now working on some linear parabolic problems studying the behaviour of its solutions for large initial data. To do this, I have needed to use some estimates of the Dirichlet and Neumann ...
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1 vote
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Where can I find a calculation of the asymptotic expansion of the heat kernel of the square of a Dirac operator?

Please note that I am not asking for a reference on asymptotic expansions in general (this was answered here), but rather for the concrete computation of the asymptotic expansion of a specific ...
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If $x \mapsto m_x$ is a Markov kernel and $K$ is a psd kernel, is the RKHS of $K':(x,x') \to E_{m_x \otimes m_{x'}}K(z,z')$ contained in that of $K$?

Let $X$ be a measurable set (e.g $X = \text{euclidean $\mathbb R^n$}$, for concreteness). Let $K:X \times X \to \mathbb R^n$ be a psd kernel on $X$, and let $m:X \to \mathcal P(X)$ be a Markov kernel ...
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Properties of a kernel convolution $K'(x,y) = \int_X\int_X K_0(x,a)K(a,b)K_0(b,y)d\mu(a)d\mu(b)$ where $K$ and $K_0$ are kernels on $(X,\mu)$

Let $(X,\mu)$ be a probability measure space and $K:X \times X \to \mathbb R$ be a (psd) kernel on $X$. Let $K_0$ be another kernel on $X$ and defined a new kernel $\widetilde K$ on $X$ by $$ \...
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2 votes
1 answer
94 views

Representer theorem for a loss / functional of the form $L(h) := \sum_{i=1}^n (|h(x_i)-y_i|+t\|h\|)^2$

Let $K:X \times X \to \mathbb R$ be a (positive-definite) kernel and let $H$ be the induced reproducing kernel Hilbert space (RKHS). Fix $(x_1,y_1),\ldots,(x_n,y_n) \in X \times \mathbb R$. For $t \ge ...
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3 votes
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60 views

Reproducing kernel Hilbert space of Matérn kernels

I am trying to read a recent paper titled "Interpolation and learning with scale dependent kernels" by Pagliana, Ruidi, De Vito, and Rosasco. (The paper can be found on ArXiv) On the top of ...
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110 views

Is the kernel $\vert d_X - d_Y \vert^p$ conditionally negative definite?

Given two finite metric spaces $(X,d_X)$ and $(Y,d_Y)$, for $p > 0$, define the kernel ($4$-D tensor) $K$ on $(X \times Y)^2$ by: $$K\big( (x_i, y_k), (x_j, y_l) \big) = \vert d_X(x_i, x_j) - d_Y(...
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1 answer
200 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 $\hat{k}$ ...
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1 answer
190 views

Minimum upper bound for sum of the entries of the inverse covariance matrix

Let $x \in \mathbb{R}^n$ and $k$ is RBF kernel $$k(x, x') := \exp \left(-\frac{\|x-x'\|^2}{2\sigma^2}\right)$$ and let $\mathbf{K}$ be the following $n \times n$ covariance matrix $$\mathbf{K} = \...
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121 views

Extending Ky Fan's eigenvalues inequality to kernel operators

--Migrating from MSE since it might fit better here-- Base result The following result in Terry Tao's book, 'p. 47, Ky Fan inequality' reads as: $$\sum_i\lambda_i(A+B) \leq \sum_i \lambda_i(A) + \...
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202 views

A new method for processing music scores?

I have developed a method and python script: https://github.com/githubuser1983/algorithmic_python_music which allows the user to input a midi file and then chose a few numbers as parameters, and the ...
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4 votes
1 answer
171 views

Why is this nonlinear transformation of an RKHS also an RKHS?

I came across this paper (beginning of page 6) where they stated that if $f,h\in \mathcal{H}$, where $\mathcal{H}$ is an RKHS, then $l_{h,f}=\left|f(x)-h(x)\right|^q$ where $q\geq 1$ also belongs to ...
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1 vote
0 answers
60 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 ...
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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,...
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  • 306
2 votes
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Johnson filtration and lower central series

Let $G$ be a group and consider the lower central series: $$G=\gamma_1 G \geq \gamma_2 G=[G,\gamma_1 G]\geq \gamma_3G=[G,\gamma_2G]\geq\cdots.$$ Let $S_g^1$ be a compact oriented genus $g$ surface ...
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1 vote
1 answer
220 views

Simple example of Hammerstein integral equation

I'm currently reading this paper (and working on a similar one). The main goal is to study the Hammerstein integral equation (in $\mathcal{C}(I,E))$: $$x(t) = \int_{0}^{t} K(t,s)f\big(s,x(s)\big)ds,\...
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  • 301
7 votes
0 answers
208 views

Monotonicity of log determinant of Gaussian kernel matrix

Let \begin{equation} k({x},{y}) = \sigma \exp\left(-\frac{(x-y)^2}{2\theta^2}\right)\end{equation} be a squared-exponential (Gaussian) kernel, with $\sigma,\vartheta>0$. Consider, for a set of $N$ ...
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3 votes
0 answers
169 views

Analytic formula for the eigenvalues of kernel integral operator induced by Laplace kernel $K(x,x') = e^{-c\|x-x'\|}$ on unit-sphere in $\mathbb R^d$

Let $d \ge 2$ be an integer and let $X=\mathcal S_{d-1}$ the unit-sphere in $\mathbb R^d$. Let $\tau_d$ be the uniform distribution on $X$. Define a function $K:X \times X \to \mathbb R$ by $K(x,y) := ...
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1 vote
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169 views

Variance-based localized Rademacher complexity for RKHS unit-ball

Let $\mathscr X$ be a compact subset of $\mathbb R^d$ (e.g the unit-sphere). Let $K: \mathscr X \times \mathscr X \to \mathbb R$ be a positive kernel function and let $\mathscr H_K$ be the induced ...
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1 vote
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35 views

Concentration of random Rayleigh quotients

Let $K$ be some large square matrix of height $N$, and $u$ a column vector of height $N$. Fixing $n$, take a random set of $n$ indices (with replacement) uniformly from $1,...,N$. Let $y$ be the ...
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3 votes
1 answer
171 views

Is the solution to the Fredholm integral equation of the first kind a continuous analogue of Cramer's rule for matrix equations?

When we have a system of of $n$ linear equations represented by $$A \vec{x} = \vec{b} $$ with $\vec{x} = (x_{1}, x_{2}, \dots, x_{n})^{\intercal} $, we can solve for each component of this vector by ...
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2 votes
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62 views

Kernels with finite dimensional feature spaces

Suppose $x,y \in \mathbb{R}^n$ for some given fixed n. Consider a kernel $K(x,y) = f(\langle x, y \rangle)$, I'd like to know which functions $f$ admit a finite dimensional feature map. In other words,...
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1 vote
0 answers
66 views

When do the kernels of module homomorphisms between rings whose kernels contain a given fixed ideal contain every prime ideal over it?

$\DeclareMathOperator{\Hom}{Hom}$All our rings are commutative with unity and, if necessary, we can suppose that they are actually polynomial rings over a field in finitely many variables where the ...
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1 vote
0 answers
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$\ell_\infty$-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 $\...
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3 votes
1 answer
152 views

Positive definite kernels involving the $\min$ function

I am interested in the positive kernels of the form $k(x,y) = \min\{a(x,y), b(x,y)\}$ (assuming $k(x,y) = k(y,x)$). Some examples including $\min\{x,y\}$ and $\min\{f(x)g(y), f(y)g(x)\}$, but are ...
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0 answers
115 views

Metric transforms that preserve $\ell^1$ embeddability

Consider a function $f$ from reals to reals such that $f$, when applied to pairwise Manhattan distances between $n$ points, always results in a set of Manhattan distances. Work by Schoenberg and ...
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0 answers
25 views

Help for literature on entrywise invariant kernels

I am looking for literature on entrywise invariant kernels. The specific example I have in mind is $K:R^{d}\times R^{d}\to R$ and locally compact groups acting on vector space $R^{d}$. More precisely ...
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When is inverse geodesic distance positive definite (in a compact manifold)?

We work on a closed smooth Riemannian manifold $(M,g)$ and let $K:M\times M\to \mathbb R\cup\{+\infty\}$ be a kernel, which we assume to be integrable and lower semicontinuous. We say it is positive ...
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1 vote
1 answer
180 views

Defining measures through products of Markov kernels

I am quite puzzled by the expression given in equation 21 (page 10) in this paper, https://arxiv.org/pdf/1802.09188.pdf Its LHS seems to be a measure $\nu_n^N$ and hence I guess it takes as argument ...
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0 answers
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How to introduce not-orthonormal base on Reproducing Kernel Hilbert Spaces?

I read some tutorial papers and slide,and find that the bases on Reproducing Kernel Hilbert Spaces always be orthonormal. For examples,you can refer to this link for the content about Reproducing ...
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  • 1
0 votes
1 answer
192 views

Green function of the triangular kernel?

What is the green function of the triangular kernel $K$: $$ K(x,y)=1-|x-y| $$ where $x,y\in R$ such that $|x-y|<1$?
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4 votes
0 answers
200 views

Studying finite groups with Euclidean geometry?

Since each finite group $G$ can be considered as a subgroup of the symmetric group, by Cayley's theorem, we might see the elements of $G$ as permutations $\pi$. Consider for each $\pi \in G$ the set: ...
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6 votes
0 answers
95 views

Irreducible representations and Jaccard Kernel for Groups?

Since each group $G$ can be considered as a subgroup of the symmetric group, we might see the elements of $G$ as permutations $\pi$. Consider for each $\pi \in G$ the set: $$X(\pi) := \{ (i,\pi(i)) |...
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6 votes
0 answers
344 views

Discriminant of elliptic curve (Frey-Hellegouarch), j-invariant and positive definite kernels, similarities?

Consider the Frey-Hellegouarch curve given $a,b$ natural numbers: $$y^3= x(x-\frac{a}{\gcd(a,b)})(x+\frac{b}{\gcd(a,b)})$$ Then the discriminant is given by $\Delta = \Delta(a,b) = 16 \left(\frac{ab(a+...
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1 vote
1 answer
176 views

Does kernel regression preserve monotonicity?

Consider the Kernel regression estimator: $$\hat{y}(x)=\frac{\sum_{i=1}^n{K(x-x_i)y_i}}{\sum_{i=1}^n{K(x-x_i)}},$$ where $x,x_1,\dots,x_n\in\mathbb{R}^d$, $y_1,\dots,y_n\in\mathbb{R}$, where $K:\...
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6 votes
1 answer
289 views

The abc-conjecture over the positive rationals and Levy-Schoenberg kernels?

I am continuing the "abc-adventure" and have a specific question, which needs some explanation: In this paper by Gangolli, the term "Levy-Schoenberg" kernel is defined (Definition 2.3). Consider the ...
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7 votes
0 answers
107 views

Positive definite kernels on categories

I'm wondering if there is any work on studying positive definite kernels on (the objects of a) category. By this I mean for a category $\mathcal{C}$, find a function $$ K: Ob\mathcal{C} \times Ob\...
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2 votes
1 answer
190 views

Connection between non-constant completely monotone function and strictly positive definite kernels (Schoenberg characterization)

I'm reading this book chapter, where they stated two alternative characterizations of completely monotone functions $\phi$ using (1) Laplace transform of a finite, non-negative Borel measure and also ...
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21 votes
1 answer
1k views

The abc-conjecture as an inequality for inner-products?

The abc-conjecture is: For every $\epsilon > 0$ there exists $K_{\epsilon}$ such that for all natural numbers $a \neq b$ we have: $$ \frac{a+b}{\gcd(a,b)}\,\ <\,\ K_{\epsilon}\cdot \text{rad}\...
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16 votes
1 answer
772 views

Are primes linearly separable?

Let $X_1,\cdots,X_n$ be finite subsets of some set $Z$. Then the symmetric difference metric space: $$d(X_i,X_j) = \sqrt{ |X_i|+|X_j|-2|X_i\cap X_j|}$$ can be embedded in Euclidean space. The value $|...
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1 vote
0 answers
136 views

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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4 votes
0 answers
534 views

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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3 votes
1 answer
77 views

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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0 votes
1 answer
128 views

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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3 votes
0 answers
257 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 ...
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1 vote
0 answers
123 views

Preserving the strictly total positivity of special bases by using radial basis functions

Let $\left[\alpha,\beta\right]$ be a non-empty interval and consider an $\left(n+1\right)$-dimensional subspace $\mathbb{S}_{n}$ of $C^n\left(\left[\alpha,\beta\right]\right)$ such that $\mathbb{S}_{n}...
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2 votes
1 answer
97 views

Equivalence of RKHS with high probability

Suppose you have two PSD kernels $k(x,y)$ and $k'(x,y)$. Let $\mathcal{H}_k(\mathcal{D})$ and $\mathcal{H}_{k'}(\mathcal{D})$ be the corresponding RKHS's. Now, if we know that for all $f \in \...
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4 votes
1 answer
1k views

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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