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Reproducing kernels and choices of associated feature spaces, in the form of L-2-spaces
Journal article   Peer reviewed

Reproducing kernels and choices of associated feature spaces, in the form of L-2-spaces

Palle Jorgensen and James Tian
Journal of mathematical analysis and applications, Vol.505(2), 125535
01/15/2022
DOI: 10.1016/j.jmaa.2021.125535

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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 (RKHSs), and an associated family of feature spaces that may be chosen in the form L-2(mu). 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 present paper. (C) 2021 Elsevier Inc. All rights reserved.
Mathematics Physical Sciences Mathematics, Applied Science & Technology

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