No Arabic abstract
We consider the class $Psi_d$ of continuous functions $psi colon [0,pi] to mathbb{R}$, with $psi(0)=1$ such that the associated isotropic kernel $C(xi,eta)= psi(theta(xi,eta))$ ---with $xi,eta in mathbb{S}^d$ and $theta$ the geodesic distance--- is positive definite on the product of two $d$-dimensional spheres $mathbb{S}^d$. We face Problems 1 and 3 proposed in the essay Gneiting (2013b). We have considered an extension that encompasses the solution of Problem 1 solved in Fiedler (2013), regarding the expression of the $d$-Schoenberg coefficients of members of $Psi_d$ as combinations of $1$-Schoenberg coefficients. We also give expressions for the computation of Schoenberg coefficients of the exponential and Askey families for all even dimensions through recurrence formula. Problem 3 regards the curvature at the origin of members of $Psi_d$ of local support. We have improved the current bounds for determining this curvature, which is of applied interest at least for $d=2$.
Positive definite functions on spheres have received an increasing interest in many branches of mathematics and statistics. In particular, the Schoenberg sequences in the spectral representation of positive definite functions have been studied by several mathematicians in the last years. This paper provides a set of relations between Schoenberg sequences defined over real as well as complex spheres of different dimensions. We illustrate our findings describing an application to strict positive definiteness.
The main purpose of our paper is a new approach to design of algorithms of Kaczmarz type in the framework of operators in Hilbert space. Our applications include a diverse list of optimization problems, new Karhunen-Lo`eve transforms, and Principal Component Analysis (PCA) for digital images. A key feature of our algorithms is our use of recursive systems of projection operators. Specifically, we apply our recursive projection algorithms for new computations of PCA probabilities and of variance data. For this we also make use of specific reproducing kernel Hilbert spaces, factorization for kernels, and finite-dimensional approximations. Our projection algorithms are designed with view to maximum likelihood solutions, minimization of cost problems, identification of principal components, and data-dimension reduction.
We establish a duality for two factorization questions, one for general positive definite (p.d) kernels $K$, and the other for Gaussian processes, say $V$. The latter notion, for Gaussian processes is stated via Ito-integration. Our approach to factorization for p.d. kernels is intuitively motivated by matrix factorizations, but in infinite dimensions, subtle measure theoretic issues must be addressed. Consider a given p.d. kernel $K$, presented as a covariance kernel for a Gaussian process $V$. We then give an explicit duality for these two seemingly different notions of factorization, for p.d. kernel $K$, vs for Gaussian process $V$. Our result is in the form of an explicit correspondence. It states that the analytic data which determine the variety of factorizations for $K$ is the exact same as that which yield factorizations for $V$. Examples and applications are included: point-processes, sampling schemes, constructive discretization, graph-Laplacians, and boundary-value problems.
The Riemannian metric on the manifold of positive definite matrices is defined by a kernel function $phi$ in the form $K_D^phi(H,K)=sum_{i,j}phi(lambda_i,lambda_j)^{-1} Tr P_iHP_jK$ when $sum_ilambda_iP_i$ is the spectral decomposition of the foot point $D$ and the Hermitian matrices $H,K$ are tangent vectors. For such kernel metrics the tangent space has an orthogonal decomposition. The pull-back of a kernel metric under a mapping $Dmapsto G(D)$ is a kernel metric as well. Several Riemannian geometries of the literature are particular cases, for example, the Fisher-Rao metric for multivariate Gaussian distributions and the quantum Fisher information. In the paper the case $phi(x,y)=M(x,y)^theta$ is mostly studied when $M(x,y)$ is a mean of the positive numbers $x$ and $y$. There are results about the geodesic curves and geodesic distances. The geometric mean, the logarithmic mean and the root mean are important cases.
The paper the title refers to is that in {em Proceedings of the Edinburgh Mathematical Society}, {bf 40} (1997), 367-374. Taking it as an excuse we intend to realize a twofold purpose: to atomize that important result showing by the way connections which are out of favour and to rectify a tiny piece of history.