New boundaries for positive definite functions

Palle Jorgensen; Feng Tian

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arXiv · 1911.12344

New boundaries for positive definite functions

Palle Jorgensen·Feng Tian

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Abstract

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 analysis of a partial order on families of p.d. kernels, a duality for operators and frames, optimization, Karhunen--Loève expansions, and factorizations. Applications include a new boundary analysis for the Drury-Arveson kernel, and for certain fractals arising as iterated function systems; and an identification of optimal feature spaces in machine learning models.

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BibTeX RIS

Palle Jorgensen, Feng Tian. 2019-11-27. New boundaries for positive definite functions. https://arxiv.org/abs/1911.12344

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