arXiv:2607. 21823v1 Announce Type: new Abstract: We show that, up to isotropic scaling, the Gaussian RBF reproducing kernel Hilbert space (RKHS) is asymptotically isometric to Euclidean space in the large bandwidth limit.
By Sergio A. Alvarez
arXiv:2608.19021v2 Announce Type: replace
Abstract: Global Covariance Pooling (GCP) improves deep networks by capturing second-order feature statistics, and is especially effective for fine-grained r...
By Md Rifat Ur Rahman, Md Raihan Khan, Md Sakib Hossain Shovon, Pietro Li\`o, Mohammad Ali Moni
The paper studies operator learning on function spaces using encoder–decoder architectures. It shows that as input and output resolutions grow, the induced kernels converge to a limiting kernel, enabling regularity assumptions independent of resolution. The authors derive upper and lower bounds for regularized stochastic gradient descent, extend the analysis to neural networks via the limiting neural tangent kernel, and provide error bounds and complexity guarantees for various kernel and encoding constructions.
By Lei Shi, Jia-Qi Yang, Ding-Xuan Zhou
arXiv:2609. 21693v1 Announce Type: new Abstract: Equivalent finite parameterizations can represent the same functions and intrinsic norm yet induce different optimization algorithms.
By Mahdi Mohammadigohari, Gustau Camps-Valls
The paper extends the analysis of Joint-Embedding Predictive Architectures (JEPAs) beyond Euclidean latent spaces to Riemannian manifolds. It shows that when latent variables lie on a sphere and the target distribution matches this spherical geometry, every optimal representation recovers the latent state up to an orthogonal transformation, demonstrating that Gaussian uniqueness is not universal. Experiments confirm that geometrically compatible targets improve linear recovery, especially in high-dimensional toroidal settings.
By L\'eo Nicollier (CB, ATT), Enric Meinhardt-Llopis (CB), Marc Pic (ATT), Pablo Mus\'e (CB, IFUMI), Gabriele Facciolo (CB)
The paper introduces the Sparse Landmark Embedding (SLE) kernel, a new framework that removes the need for conditionally negative definite (CND) distance measures in kernel methods and Gaussian Processes. By embedding each input into a sparse feature vector using compactly supported bump functions centered at all training points, any standard positive semi-definite (PSD) kernel can be applied in this embedding space, guaranteeing PSD for arbitrary distance measures. The authors provide theoretical guarantees on PSD, sparsity, stability, and universal approximation, and show through experiments with geodesic and Wasserstein distances that the SLE kernel matches or surpasses domain-specific baselines in predictive accuracy and uncertainty quantification.
By Marcus M. Noack, Maher B. Alghalayini, Mark D. Risser
The monograph explores the relationships between Gaussian processes and reproducing kernel Hilbert spaces (RKHS), two widely used approaches that rely on positive definite kernels. It examines how these frameworks connect and are equivalent across key topics such as regression, interpolation, numerical integration, distributional discrepancies, statistical dependence, and Gaussian process sample path properties. By establishing a unifying perspective based on the equivalence between the Gaussian Hilbert space and the RKHS, the work aims to bridge methods developed independently by the machine learning, statistics, and numerical analysis communities.
By Motonobu Kanagawa, Philipp Hennig, Dino Sejdinovic, Bharath K. Sriperumbudur
arXiv:2605. 30952v2 Announce Type: replace Abstract: Two recent results have reshaped quantum Gaussian processes (QGPs).
By Jian Xu, Chao Li, Guang Lin, Yuning Qiu, Delu Zeng, John Paisley, Qibin Zhao
arXiv:2609.15179v1 Announce Type: cross
Abstract: The Gaussian kernel is a widely used similarity measure underlying kernel methods such as kernel PCA and spectral clustering, but computing Gaussian...
By Soumik Dutta, Kunal Dutta
The paper argues against using the Gaussian (squared exponential/RBF) kernel as a default in Gaussian process regression, citing its brittleness. It shows that the kernel leads to unrealistically small conditional variances, causing overconfidence in predictive uncertainty, and that this small variance induces numerical ill‑conditioning, necessitating tricks like nugget terms that alter the model. The authors attribute these issues to the kernel’s analytic, highly smooth nature and suggest that analytic stationary kernels in general should be avoided.
arXiv:2608. 03482v1 Announce Type: new Abstract: The performance of Support Vector Machines (SVMs) critically depends on the kernel function choice, which enables implicit mapping of data into high-dimensional feature spaces.
By \'Alvaro S\'anchez-Paniagua R\'ios, Juan P. Llerena, Alberto Lastra, Nuria Torrado, Edmundo J. Huertas
arXiv:2608. 28564v1 Announce Type: cross Abstract: We study kernel ridge regression under anisotropic Gaussian data, where the input covariance decays as a power law with exponent $\alpha\geq 0$ for polynomial inner-product kernels.
By Lorenzo Rizzi, Arie Wortsman Zurich, Bruno Loureiro