An introduction to the Hilbert-Schmidt SVD using iterated Brownian bridge kernels.
Roberto CavorettoGregory E. FasshauerMichael J. McCourtPublished in: Numer. Algorithms (2015)
Keyphrases
- hilbert schmidt
- reproducing kernel hilbert space
- singular value decomposition
- kernel function
- kernel methods
- gaussian kernels
- loss function
- learning theory
- real valued
- data dependent
- special case
- density estimation
- euclidean space
- domain adaptation
- uniform convergence
- expected error
- input space
- minimum mean squared error
- kernel matrix
- machine learning
- learning problems
- gaussian process
- linear combination
- dimensionality reduction
- least squares
- support vector machine
- training data
- similarity measure