Questions tagged [kernels]

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7 votes
1 answer
473 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
207 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:\...
cfp's user avatar
  • 183
6 votes
1 answer
331 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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8 votes
0 answers
118 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\...
Eric's user avatar
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3 votes
1 answer
312 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 ...
Learning math's user avatar
25 votes
1 answer
2k 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
828 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
195 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 ...
Heisenberg's user avatar
4 votes
0 answers
843 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\...
Bazin's user avatar
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4 votes
1 answer
122 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 ...
Oleg's user avatar
  • 921
0 votes
1 answer
151 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 ...
Jack O'Connor's user avatar
3 votes
0 answers
434 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
1 vote
0 answers
135 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}...
student's user avatar
  • 31
2 votes
1 answer
103 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 \...
rajatsen91's user avatar
4 votes
1 answer
2k 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 ...
user24318's user avatar
  • 141
1 vote
1 answer
350 views

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 ...
vphenix's user avatar
  • 143
12 votes
2 answers
4k views

Prove that matrix is positive definite

I faced a hard question in kernel methods theory, which I can't answer for about one week. Initially it was formulated in terms of positive valued functions, but it could be reformulated easier: Let $...
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-3 votes
1 answer
447 views

Exponential decay of kernel

Let $A: \ell^2 \rightarrow \ell^2$ be a bounded operator given by \begin{equation} (Au)(\alpha) = \sum_{\beta}A(\alpha,\beta)u(\beta) \end{equation} where $\left|A(\alpha,\beta) \right|\le Ce^{-|\...
Marcel's user avatar
  • 11
1 vote
0 answers
71 views

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 ...
F researcher's user avatar
0 votes
1 answer
170 views

Theory of integration of Kernel in çinlar probability and stochastic

I'm reading the probabilistic book write by çinlar, but I don't understand the Kernel theory, in details: $ (E,\mathcal{E}),(F,\mathcal{F})$ are two measurable space $$K:E \times \mathcal{F} \...
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2 votes
1 answer
252 views

How to compute bounding coefficients for McDiarmid's inequality?

I am trying to understand the proof in Sec. A2 of Gretton et al.. To make the question self-contained, I summarize below the key ingredients. At the end of the post, I state my question. Given a ...
Francesco Solera's user avatar
0 votes
1 answer
215 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
4 votes
0 answers
152 views

Spectrum of Kernel - Discrete orthogonal polynomials

Trying to solve a problem, I encounter a Kernel of the form $$K(m,n)= e^{-\frac{\beta}{4} (m+n+1)} \frac{2^{2+\frac{m+n}{2}}}{\sqrt{m! n!}} \frac{\sqrt{\pi}}{n-m} \left[ \frac{1}{\Gamma(-m/2)\Gamma(...
Panagiotis Betzios's user avatar
2 votes
3 answers
764 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
4 votes
1 answer
310 views

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 ...
HenrikRüping's user avatar
3 votes
1 answer
1k views

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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6 votes
1 answer
1k views

On proof of the conditionally negative definiteness of a kernel

Let the kernel be $f(\mathbf{x},\mathbf{y}) = \arccos(\mathbf{x}^T \mathbf{y})$, where $\mathbf{x}$ and $\mathbf{y}$ are $\ell_2$ normalized vectors of the same dimensionality, and $\arccos(\cdot): [-...
nino's user avatar
  • 137
2 votes
0 answers
504 views

Solving Fredholm Integral Equations of the first kind

I am looking to solve a Fredholm Integral Equation of 1st kind of the form: $\int_{a}^b h(u-u')g(u')du' = f(u)$ where $h$ is a general function. I know from the Hilbert-Schmidt theorem that all I ...
Ali's user avatar
  • 37
1 vote
0 answers
189 views

system with solutions $\{x-a:0\leqslant a\leqslant z-1\}$ [closed]

What must be $F$ there where $0=F(1,x,0)=F(x-0,x,z)=F(x-1,x,z)=F(x-2,x,z)=F(x-3,x,z)=$ $\dots$ $=f(x-z-1,x,z)=0$? Define $F$ in the domain where a continuous function exists that behaves so for $x\...
Gottfried William's user avatar
8 votes
1 answer
490 views

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 ...
Josh Burby's user avatar
0 votes
1 answer
480 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
7 votes
1 answer
385 views

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 ...
Stéphane Laurent's user avatar
7 votes
1 answer
2k 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 ...
cs89's user avatar
  • 971
1 vote
0 answers
104 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 ...
Gabriel's user avatar
  • 161
3 votes
1 answer
825 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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2 votes
0 answers
233 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 ...
Tom LaGatta's user avatar
  • 8,392
4 votes
0 answers
162 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 $\mathcal{...
KNW's user avatar
  • 51
5 votes
2 answers
2k 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 \|T\|_{L^...
Danqing's user avatar
  • 231
14 votes
0 answers
528 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= \begin{...
trion's user avatar
  • 241
0 votes
0 answers
218 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 ...
Gonneman's user avatar
2 votes
1 answer
843 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
  • 461
1 vote
1 answer
1k 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) =...
Ivan's user avatar
  • 113
2 votes
0 answers
347 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 ...
Ohad Asor's user avatar
  • 310
3 votes
1 answer
615 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 ...
Phoebe's user avatar
  • 47
7 votes
0 answers
725 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 ...
Adrien Hardy's user avatar
  • 2,095
4 votes
1 answer
1k 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 "...
user16348's user avatar
  • 151
3 votes
1 answer
516 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 $T:C(\...
Junehyuk Jung's user avatar
0 votes
1 answer
1k 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 (...
WhitAngl's user avatar
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