Stochastic processes with sample paths in reproducing kernel Hilbert spaces
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reproducing kernel Hilbert spaceGaussian processzero-one lawcovariance operatorsecond order processnuclear dominancerandom element in Hilbert space
Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) General second-order stochastic processes (60G12) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)
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- The signal-noise problem — a solution for the case that signal and noise are Gaussian and independent
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- Zero-one laws for Gaussian processes
Cited in
(44)- Kernel absolute summability is sufficient but not necessary for RKHS stability
- Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy
- An informative prior distribution on functions with application to functional regression
- An RKHS model for variable selection in functional linear regression
- Supervised classification of geometrical objects by integrating currents and functional data analysis
- On functional logistic regression: some conceptual issues
- An RKHS formulation of the inverse regression dimension-reduction problem
- Approximation of stochastic partial differential equations by a kernel-based collocation method
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
- A new kernel-based approach for linear system identification
- Optimal designs of positive definite kernels for scattered data approximation
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- The asymptotic behaviors for autoregression quantile estimates
- On the stability of reproducing kernel Hilbert spaces of discrete-time impulse responses
- A supermartingale approach to Gaussian process based sequential design of experiments
- Separability of reproducing kernel spaces
- Theory of subdualities
- Bayesian Kernel Two-Sample Testing
- System identification using kernel-based regularization: new insights on stability and consistency issues
- Optimal classification of Gaussian processes in homo- and heteroscedastic settings
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
- Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Kernel-based collocation methods versus Galerkin finite element methods for approximating elliptic stochastic partial differential equations
- Adaptive Fourier decomposition‐type sparse representations versus the Karhunen–Loève expansion for decomposing stochastic processes
- Robust Kernel Principal Component Analysis
- Variable Selection for the Prediction of C[0,1]-Valued Autoregressive Processes using Reproducing Kernel Hilbert Spaces
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- Moderate deviations inequalities for Gaussian process regression
- Disintegration of Gaussian measures for sequential assimilation of linear operator data
- A simple construction of optimal estimation in multivariate marginal Cox regression
- A novel identification scheme of an inverse source problem based on Hilbert reproducing kernels
- A formulation for fault detection in stochastic continuous-time dynamical systems
- On the functional regression model and its finite-dimensional approximations
- Generalized linear models for geometrical current predictors: An application to predict garment fit
- The existence and uniqueness of solutions for kernel-based system identification
- On Mahalanobis distance in functional settings
- Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space
- Bayesian Optimization with Expensive Integrands
- Small sample spaces for Gaussian processes
- Optimizing selection for function-valued traits
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
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- Convergence rates for kernel regression in infinite-dimensional spaces
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