Reproducing kernels and choices of associated feature spaces, in the form of $L^{2}$-spaces

Palle Jorgensen; Feng Tian

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arXiv · 1707.08492

Reproducing kernels and choices of associated feature spaces, in the form of $L^{2}$-spaces

Palle Jorgensen·Feng Tian

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Abstract

Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in the form $L^{2}\left(\mu\right)$; and we study the question of which measures $\mu$ are right for a particular kernel $K$. The answer to this depends on the particular application at hand. Such applications are the focus of the separate sections in the paper.

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BibTeX RIS

Palle Jorgensen, Feng Tian. 2017-07-26. Reproducing kernels and choices of associated feature spaces, in the form of $L^{2}$-spaces. https://arxiv.org/abs/1707.08492

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