Kernel-Induced Sampling Theorem for Translation-Invariant Reproducing Kernel Hilbert Spaces with Uniform Sampling

Author(s):  
Akira Tanaka
2013 ◽  
Vol 11 (02) ◽  
pp. 1350014 ◽  
Author(s):  
HAIZHANG ZHANG ◽  
LIANG ZHAO

To help understand various reproducing kernels used in applied sciences, we investigate the inclusion relation of two reproducing kernel Hilbert spaces. Characterizations in terms of feature maps of the corresponding reproducing kernels are established. A full table of inclusion relations among widely-used translation invariant kernels is given. Concrete examples for Hilbert–Schmidt kernels are presented as well. We also discuss the preservation of such a relation under various operations of reproducing kernels. Finally, we briefly discuss the special inclusion with a norm equivalence.


2010 ◽  
Vol 08 (01) ◽  
pp. 19-61 ◽  
Author(s):  
C. CARMELI ◽  
E. DE VITO ◽  
A. TOIGO ◽  
V. UMANITÀ

This paper is devoted to the study of vector valued reproducing kernel Hilbert spaces. We focus on two aspects: vector valued feature maps and universal kernels. In particular, we characterize the structure of translation invariant kernels on abelian groups and we relate it to the universality problem.


2014 ◽  
Vol 51 (A) ◽  
pp. 189-201
Author(s):  
N. H. Bingham ◽  
Badr Missaoui

We survey some aspects of the classical prediction theory for stationary processes, in discrete time in Section 1, turning in Section 2 to continuous time, with particular reference to reproducing-kernel Hilbert spaces and the sampling theorem. We discuss the discrete-continuous theories of ARMA-CARMA, GARCH-COGARCH, and OPUC-COPUC in Section 3. We compare the various models treated in Section 4 by how well they model volatility, in particular volatility clustering. We discuss the infinite-dimensional case in Section 5, and turn briefly to applications in Section 6.


2014 ◽  
Vol 51 (A) ◽  
pp. 189-201 ◽  
Author(s):  
N. H. Bingham ◽  
Badr Missaoui

We survey some aspects of the classical prediction theory for stationary processes, in discrete time in Section 1, turning in Section 2 to continuous time, with particular reference to reproducing-kernel Hilbert spaces and the sampling theorem. We discuss the discrete-continuous theories of ARMA-CARMA, GARCH-COGARCH, and OPUC-COPUC in Section 3. We compare the various models treated in Section 4 by how well they model volatility, in particular volatility clustering. We discuss the infinite-dimensional case in Section 5, and turn briefly to applications in Section 6.


2013 ◽  
Vol 11 (05) ◽  
pp. 1350020 ◽  
Author(s):  
HONGWEI SUN ◽  
QIANG WU

We study the asymptotical properties of indefinite kernel network with coefficient regularization and dependent sampling. The framework under investigation is different from classical kernel learning. Positive definiteness is not required by the kernel function and the samples are allowed to be weakly dependent with the dependence measured by a strong mixing condition. By a new kernel decomposition technique introduced in [27], two reproducing kernel Hilbert spaces and their associated kernel integral operators are used to characterize the properties and learnability of the hypothesis function class. Capacity independent error bounds and learning rates are deduced.


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