We define an extension of operator-valued positive definite functions from the real or complex setting to topological algebras, and describe their associated reproducing kernel spaces. The case of entire functions is of special interest, and we give a precise meaning to some power series expansions of analytic functions that appears in many algebras.
It is shown that a positive (bounded linear) operator on a Hilbert space with trivial kernel is unitarily equivalent to a Hankel operator that satisfies double positivity condition if and only if it is non-invertible and has simple spectrum (that is, if this operator admits a cyclic vector). More generally, for an arbitrary positive (bounded linear) operator A on a Hilbert space H with trivial kernel the collection V(A) of all linear isometries V from H into H such that AV is positive as well is investigated. In particular, operators A such that V(A) contains a pure isometry with a given defic…
We introduce a method to construct general multivariate positive definite kernels on a nonempty set $X$ that employs a prescribed bounded completely monotone function and special multivariate functions on $X$.\ The method is consistent with a generalized version of Aitken's integral formula for Gaussians.\ In the case where $X$ is a cartesian product, the method produces nonseparable positive definite kernels that may be useful in multivariate interpolation.\ In addition, it can be interpreted as an abstract multivariate generalization of the well-established Gneiting's model for constructing …
We give two new global and algorithmic constructions of the reproducing kernel Hilbert space associated to a positive definite kernel. We further present ageneral positive definite kernel setting using bilinear forms, and we provide new examples. Our results cover the case of measurable positive definite kernels, and we give applications to both stochastic analysisand metric geometry and provide a number of examples.
Hilbert-Schmidt independence criterion and distance covariance are methods to describe independence of random variables using either the Kronecker product of positive definite kernels or the Kronecker product of conditionally negative definite kernels. In this paper we generalize both methods by providing an independence criteria using a new concept, of positive definite independent kernels. We provide a characterization of the radial kernels that are positive definite independent on all Euclidean spaces and we present several examples.
The aim of the paper is to give a full characterization of functions f from I into the real line R (where I is an interval in R that satisfies certain natural conditions) such that for any I-valued positive definite kernel K defined on an arbitrary set X the kernel formed by composing f with K is positive definite as well.
We present a characterization for a positive definite operator valued kernel to be universal or $C_{0}$-universal, and apply these characterizations to a family of operator valued kernels that are shown to be well behaved. Later, we obtain a characterization for an operator valued differentiable kernel to be $C^{q}$-universal and $C_{0}^{q}$-universal. In order to obtain such characterization and examples we generalize some well known results concerning the structure of differentiable kernels to the operator valued context. On the examples is given an emphasis on the radial kernels on Euclidea…
Universality of kernels on Riemannian symmetric spaces
Laboratoire Jean-Kuntzmann (CNRS), Université Grenoble-Alpes（让·孔茨曼实验室（法国国家科学研究中心），格勒诺布尔阿尔卑斯大学）；Tübingen AI Center, University of Tübingen（蒂宾根人工智能中心，蒂宾根大学）；Division of Mathematical Sciences, Nanyang Technological University（南洋理工大学数理学院）
With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of factorizations: (i) Probabilistic: Starting with a positive definite kernel $K$ we analyze associated Gaussian processes $V$. Properties of the Gaussian processes will be derived from certain factorizations of $K$, arising as a covariance kernel of $V$. (ii) Geometric analysis: We discuss families of measure spaces arising as boundaries for $K$. Our results entail an …
We establish a duality for two factorization questions, one for general positive definite (p.d) kernels $K$, and the other for Gaussian processes, say $V$. The latter notion, for Gaussian processes is stated via Ito-integration. Our approach to factorization for p.d. kernels is intuitively motivated by matrix factorizations, but in infinite dimensions, subtle measure theoretic issues must be addressed. Consider a given p.d. kernel $K$, presented as a covariance kernel for a Gaussian process $V$. We then give an explicit duality for these two seemingly different notions of factorization, for p.…
We give a new proof of a classical result which provides a one-to-one correspondence between positive definite radial kernels on a homogeneous tree and finite Borel measures on the interval $[-1,1]$. Our methods allow us to find a new characterisation in terms of positive trace-class operators on $\ell_2$. Furthermore, we extend both characterisations to finite products of homogeneous trees. The proof relies on a formula for the norm of radial Schur multipliers, in the spirit of Haagerup--Steenstrup--Szwarc, and a variation of the Hamburger moment problem.
This work is motivated by the frequent occurrence of boundary value problems with various boundary conditions in the modeling of some problems in engineering and physical science. Here we propose a new technique to force the positive definite kernels such as some radial basis functions to satisfy the boundary conditions exactly. It can improve the applications of existing methods based on positive definite kernels and radial basis functions especially the pseudospectral radial basis function method for handling the differential equations with more complicated boundary conditions. The proposed …
Given a fixed sigma-finite measure space $\left(X,\mathscr{B},ν\right)$, we shall study an associated family of positive definite kernels $K$. Their factorizations will be studied with view to their role as covariance kernels of a variety of stochastic processes. In the interesting cases, the given measure $ν$ is infinite, but sigma-finite. We introduce such positive definite kernels $K\left(\cdot,\cdot\right)$ with the two variables from the subset of the sigma-algebra $\mathscr{B}$, sets having finite $ν$ measure. Our setting and results are motivated by applications. The latter are covered …
The aim of this paper is to present a unified framework in the setting of Hilbert $C^*$-modules for the scalar- and vector-valued reproducing kernel Hilbert spaces and $C^*$-valued reproducing kernel spaces. We investigate conditionally negative definite kernels with values in the $C^*$-algebra of adjointable operators acting on a Hilbert $C^*$-module. In addition, we show that there exists a two-sided connection between positive definite kernels and reproducing kernel Hilbert $C^*$-modules. Furthermore, we explore some conditions under which a function is in the reproducing kernel module and …
In this note, we give a new property of de Branges-Rovnyak kernels. As the main theorem, it is shown that the exponential of de Branges-Rovnyak kernel is strictly positive definite if the inner part of the corresponding Schur class function is nontrivial.
The main purpose of our paper is a new approach to design of algorithms of Kaczmarz type in the framework of operators in Hilbert space. Our applications include a diverse list of optimization problems, new Karhunen-Loève transforms, and Principal Component Analysis (PCA) for digital images. A key feature of our algorithms is our use of recursive systems of projection operators. Specifically, we apply our recursive projection algorithms for new computations of PCA probabilities and of variance data. For this we also make use of specific reproducing kernel Hilbert spaces, factorization for kern…
Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure: Every positive definite kernel is also the covariance kernel of a Gaussian process. Given a fixed sigma-finite measure $μ$, we consider positive definite kernels defined on the subset of the sigma algebra having finite $μ$ measure. We show that then the corresponding Hilbert factorizations consist of signed measures, finitely additive, but not automatically…
In this paper, we specify what functions induce the bounded composition operators on a reproducing kernel Hilbert space (RKHS) associated with an analytic positive definite function defined on $\mathbf{R}^d$. We prove that only affine transforms can do so in a pretty large class of RKHS. Our result covers not only the Paley-Wiener space on the real line, studied in previous works, but also much more general RKHSs corresponding to analytic positive definite functions where existing methods do not work. Our method only relies on an intrinsic properties of the RKHSs, and we establish a connection…
It has been recently shown that if $K$ is a sesqui-analytic scalar valued non-negative definite kernel on a domain $Ω$ in $\mathbb C^m$, then the function $\big(K^2\partial_i\bar{\partial}_j\log K\big )_{i,j=1}^ m,$ is also a non-negative definite kernel on $Ω$. In this paper, we discuss two consequences of this result. The first one strengthens the curvature inequality for operators in the Cowen-Douglas class $B_1(Ω)$ while the second one gives a relationship of the reproducing kernel of a submodule of certain Hilbert modules with the curvature of the associated quotient module.
We consider the class $Ψ_d$ of continuous functions $ψ\colon [0,π] \to \mathbb{R}$, with $ψ(0)=1$ such that the associated isotropic kernel $C(ξ,η)= ψ(θ(ξ,η))$ ---with $ξ,η\in \mathbb{S}^d$ and $θ$ the geodesic distance--- is positive definite on the product of two $d$-dimensional spheres $\mathbb{S}^d$. We face Problems 1 and 3 proposed in the essay Gneiting (2013b). We have considered an extension that encompasses the solution of Problem 1 solved in Fiedler (2013), regarding the expression of the $d$-Schoenberg coefficients of members of $Ψ_d$ as combinations of $1$-Schoenberg coefficients. …
This work presents a parametrized family of distances, namely the Alpha Procrustes distances, on the set of symmetric, positive definite (SPD) matrices. The Alpha Procrustes distances provide a unified formulation encompassing both the Bures-Wasserstein and Log-Euclidean distances between SPD matrices. We show that the Alpha Procrustes distances are the Riemannian distances corresponding to a family of Riemannian metrics on the manifold of SPD matrices, which encompass both the Log-Euclidean and Wasserstein Riemannian metrics. This formulation is then generalized to the set of positive definit…
We present new classes of positive definite kernels on non-standard spaces that are integrally strictly positive definite or characteristic. In particular, we discuss radial kernels on separable Hilbert spaces, and introduce broad classes of kernels on Banach spaces and on metric spaces of strong negative type. The general results are used to give explicit classes of kernels on separable $L^p$ spaces and on sets of measures.
Construction of Reproducing Kernel Hilbert Spaces Associated with the Laplace--Bessel Operator
Voronezh State University（沃罗涅什国立大学）；Belgorod State National Research University (BelGU)（别尔哥罗德国立研究大学）；Kadyrov Chechen State University（卡德罗夫车臣国立大学）；National Research University Higher School of Economics（国立高等经济大学）
