Applications of reproducing kernel Hilbert spaces - Bandlimited signal models.
Abstract reproducing kernel Hilbert spaces /RKHS/, applying basic properties to band limited signals study
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Abstract reproducing kernel Hilbert spaces /RKHS/, applying basic properties to band limited signals study
When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.
Computational implementation of feedback control laws for linear hereditary systems requires the approximation of infinite dimensional feedback operators with finite dimensional operators. The dense subspaces of K-polygonal functions in reproducing kernel Hilbert spaces, RKH spaces, suggest finite dimensional approximations of the matrix representations of the control operators. A convergence theorem is developed for the approximations and the numerical implementation of the approximations is discussed.
An efficient algorithm for computing the generalized cross-validation function for the general cross-validated regularization/smoothing problem is provided. This algorithm is appropriate for problems where no natural structure is available, and the regularization/smoothing problem is solved (exactly) in a reproducing kernel Hilbert space. It is particularly appropriate for certain multivariate smoothing problems with irregularly spaced data, and certain remote sensing problems, such as those that occur in meteorology, where the sensors are arranged irregularly. The algorithm is applied to the fitting of interaction spline models with irregularly spaced data and two smoothing parameters; favorable timing results are presented. The algorithm may be extended to the computation of certain generalized maximum likelihood (GML) functions. Application of the GML algorithm to a problem in numerical weather forecasting, and to a broad class of hypothesis testing problems, is noted.
This paper summarizes recent results on applying the method of partial least squares (PLS) in a reproducing kernel Hilbert space (RKHS). A previously proposed kernel PLS regression model was proven to be competitive with other regularized regression methods in RKHS. The family of nonlinear kernel-based PLS models is extended by considering the kernel PLS method for discrimination. Theoretical and experimental results on a two-class discrimination problem indicate usefulness of the method.
We present a novel smoothing approach to non-parametric regression curve fitting. This is based on kernel partial least squares (PLS) regression in reproducing kernel Hilbert space. It is our concern to apply the methodology for smoothing experimental data where some level of knowledge about the approximate shape, local inhomogeneities or points where the desired function changes its curvature is known a priori or can be derived based on the observed noisy data. We propose locally-based kernel PLS regression that extends the previous kernel PLS methodology by incorporating this knowledge. We compare our approach with existing smoothing splines, hybrid adaptive splines and wavelet shrinkage techniques on two generated data sets.