SQUIDS Seminar: Bertrand Gauthier - Kernel quadrature rules and low-rank approximation
Dates: | 8 February 2023 |
Times: | 15:00 - 16:00 |
What is it: | Seminar |
Organiser: | Department of Mathematics |
Who is it for: | University staff, External researchers, Current University students |
Speaker: | Dr Bertrand Gauthier |
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Join us for this research seminar, part of the SQUIDS (Statistics, quantification of uncertainty, inverse problems and data science) seminar series.
Abstract: Integral operators with positive-semidefinite (PSD) kernels play a central role in kernel methods; as an important instance, this class of operators encompasses the PSD matrices, emphasising its widespreadness in Mathematics and Data Science. In this talk, we will describe how trace-class integral operators with PSD kernels can be isometrically represented as potentials, or kernel embeddings of measures, in RKHSs with squared-modulus kernels. We will then discuss the parallels between the approximation of such operators or matrices and the characterisation of low-maximum-mean-discrepancy configurations in RKHSs with squared-modulus kernels. Finally, we will present various sampling-based approximation strategies which leverage such isometric representations.
Speaker
Dr Bertrand Gauthier
Organisation: Cardiff University
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Frank Adams 2
Alan Turing Building
Manchester