Positive Definite Kernels, Algorithms, Frames, and Approximations

Authors Palle Jorgensen, Myung-Sin Song, James Tian

Publication date 23 April 2021

Spline approximation (41A15) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Positive definite functions in one variable harmonic analysis (42A82) General harmonic expansions, frames (42C15) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) General (adjoints, conjugates, products, inverses, domains, ranges, etc.) (47A05) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Gaussian processes (60G15) Factor analysis and principal components; correspondence analysis (62H25) Artificial neural networks and deep learning (68T07) Quadratic programming (90C20) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

Abstract: 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-Lo`eve 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 kernels, and finite-dimensional approximations. Our projection algorithms are designed with view to maximum likelihood solutions, minimization of "cost" problems, identification of principal components, and data-dimension reduction.

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