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:2610.33286v1 Announce Type: cross
Abstract: Given a random probability distribution \(F\), whose realizations are defined on \(\mathbb R^d\), and a kernel \(k\), our aim is to analyze the prope...
By Amparo Ba\'illo, Mart\'in S\'anchez-Signorini
arXiv:2608.28446v1 Announce Type: cross
Abstract: For finite-dimensional linear inverse problems where the variables are Gaussian, it is well-known that the minimum-mean-square error estimator takes...
By Michael Unser
arXiv:2410. 11116v4 Announce Type: replace-cross Abstract: In this paper, we establish a novel connection between the metric entropy growth and the embeddability of function spaces into reproducing kernel Hilbert/Banach spaces.
By Yiping Lu, Daozhe Lin, Qiang Du
arXiv:2610.09731v1 Announce Type: cross
Abstract: Kernel methods are among the most powerful tools in machine learning and statistics, with a large number of successful applications. Their immense su...
By Jose Cribeiro-Ramallo, Florian Kalinke, Zolt\'an Szab\'o
arXiv:2606.25494v2 Announce Type: replace-cross
Abstract: Building on the large-sample analysis of infinitesimal gradient boosting (Dombry and Duchamps, 2024), we study the fluctuations of the proces...
By Cl\'ement Dombry, Jean-Jil Duchamps