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www.ethanepperly.com
| | djalil.chafai.net
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| | This post is mainly devoted to a probabilistic proof of a famous theorem due to Schoenberg on radial positive definite functions. Let us begin with a general notion: we say that \( {K:\mathbb{R}^d\times\mathbb{R}^d\rightarrow\mathbb{R}} \) is a positive definite kernel when \[ \forall n\geq1, \forall x_1,\ldots,x_n\in\mathbb{R}^d, \forall c\in\mathbb{C}^n, \quad\sum_{i=1}^n\sum_{j=1}^nc_iK(x_i,x_j)\bar{c}_j\geq0. \] When \( {K} \) is symmetric, i.e. \( {K(x,y)=K(y,x)} \) for...
| | fa.bianp.net
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| | The Langevin algorithm is a simple and powerful method to sample from a probability distribution. It's a key ingredient of some machine learning methods such as diffusion models and differentially private learning. In this post, I'll derive a simple convergence analysis of this method in the special case when the ...
| | blog.georgeshakan.com
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| | In this post, I talk about the mathematical foundations of PCA
| | thenumb.at
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| [AI summary] The text discusses the representation of functions as vectors and their applications in various domains such as signal processing, geometry, and physics. It explains how functions can be treated as vectors in a vector space, leading to the concept of eigenfunctions and eigenvalues, which are crucial for understanding and manipulating signals and geometries. The text also covers different types of Laplacians, including the standard Laplacian, higher-dimensional Laplacians, and the Laplace-Beltrami operator, and their applications in fields like image compression, computer graphics, and quantum mechanics. The discussion includes spherical harmonics, which are used in representing functions on spheres, and their applications in game engines and glo...