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Everything about Positive-definite kernel

Generalization of a positive-definite matrix

In operator theory, a branch of mathematics, a positive-definite kernel is a generalization of a positive-definite function or a positive-definite matrix. It was first introduced by James Mercer in the early 20th century, in the context of solving integral operator equations. Since then, positive-definite functions and their various analogues and generalizations have arisen in diverse parts of mathematics. They occur naturally in Fourier analysis, probability theory, operator theory, complex function-theory, moment problems, integral equations, boundary-value problems for partial differential equations, machine learning, the embedding problem, information theory, and other areas. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Positive-definite kernelA 5-minute orientation
  2. Skim a recent paper: Boundedness of composition operators on reproducing kernel Hilbert spaces with analytic positive definite functionsInfluential work since 2022
  3. Pick up a classic book: Econometrics of financial high-frequency dataThe most-reprinted book on the subject
  4. Read the landmark paper: Kernel Discriminant Analysis for Positive Definite and Indefinite KernelsCited 94 times
  5. Go sideways: Reproducing kernel Hilbert spaceA closely related topic
  6. Go sideways: Bayesian interpretation of kernel regularizationA closely related topic

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🆕 Influential since 2022

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