Hilbert-Schmidt Theory of Symmetric Kernel

Keyword(s):  
2018 ◽  
Vol 40 (2) ◽  
pp. A697-A720 ◽  
Author(s):  
Toni Karvonen ◽  
Simo Särkkä
Keyword(s):  

1989 ◽  
Vol 105 (1) ◽  
pp. 161-163
Author(s):  
Charles Oehring

A classical theorem of Weyl [7] guarantees that the eigenvalues, ordered according to decreasing absolute values, of a symmetric kernel of class Cm (m ≥ 0) satisfy λn = o(n−m−½). Reade [5, 6] recently proved that if K is, in addition, positive definite, then λn = o(n−m−1;). He has also in [4] made similar improvements of classical spectral estimates for kernels of class Lip α. James Cochran pointed out to me that allied theorems for trigonometric Fourier coefficients seem to have been neglected in the literature. The trigonometric versions turn out to be elementary; nevertheless, in their conclusions concerning the decreasing rearrangement {f^*(n)} they generalize known results about the behaviour of monotone trigonometric transforms. Furthermore they suggest that the Cm hypothesis of Reade's theorem could be relaxed.


1960 ◽  
Vol 16 ◽  
pp. 91-109 ◽  
Author(s):  
Masanori Kishi

Let Ω be a locally compact separable metric space and let Ф be a positive symmetric kernel. Then the inner and outer capacities of subsets of Ω are defined by means of Ф-potentials of positive measures in the following manner. We define the capacity c(K) of a compact set K in a certain manner by means of Ф-potentials.


2019 ◽  
Vol 31 (5) ◽  
pp. 980-997 ◽  
Author(s):  
Purushottam D. Dixit

Stochastic kernel-based dimensionality-reduction approaches have become popular in the past decade. The central component of many of these methods is a symmetric kernel that quantifies the vicinity between pairs of data points and a kernel-induced Markov chain on the data. Typically, the Markov chain is fully specified by the kernel through row normalization. However, in many cases, it is desirable to impose user-specified stationary-state and dynamical constraints on the Markov chain. Unfortunately, no systematic framework exists to impose such user-defined constraints. Here, based on our previous work on inference of Markov models, we introduce a path entropy maximization based approach to derive the transition probabilities of Markov chains using a kernel and additional user-specified constraints. We illustrate the usefulness of these Markov chains with examples.


2005 ◽  
Vol 226 (1) ◽  
pp. 173-192 ◽  
Author(s):  
Serguei V. Astashkin ◽  
Guillermo P. Curbera
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