For applications as varied as Bayesian neural networks, determinantal point processes, elliptical graphical models, and kernel learning for Gaussian processes (GPs), one must compute a log determinant of an n× n positive definite matrix, and its derivatives – leading to prohibitive O(n) computations. We propose novel O(n) approaches to estimating these quantities from only fast matrix vector mu...

We study the kernels Kn,s(z) in the remainder terms Rn,s(f) of the Gauss-Turán quadrature formulae for analytic functions on elliptical contours with foci at ±1, when the weight ω is a generalized Chebyshev weight function. For the generalized Chebyshev weight of the first (third) kind, it is shown that the modulus of the kernel |Kn,s(z)| attains its maximum on the real axis (positive real semi...

In this paper, a novel method is proposed for solving nonlinear singular fourth order four-point boundary value problems (BVPs) by combining advantages of the homotopy perturbed method (HPM) and the reproducing kernel method (RKM). Some numerical examples are presented to illustrate the strength of the method. © 2011 Elsevier Ltd. All rights reserved.

Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear c...

Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It’s well-known that reproducing kernel (R.K) is a useful kernel function ...

The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral at each discretization point of the boundary. This paper presents a new fast algorithm for this task in two dimensions. This algorithm is built on top of directional low-rank approximations of the...

of Dissertation Presented to the Graduate School of the University of Florida in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy NONLINEAR SIGNAL PROCESSING BASED ON REPRODUCING KERNEL HILBERT SPACE By Jianwu Xu December 2007 Chair: Jose C. Principe Major: Electrical and Computer Engineering My research aimed at analyzing the recently proposed correntropy function...