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Positively weighted kernel quadrature via subsampling

Abstract:
We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules using only access to i.i.d. samples from the underlying measure and evaluation of the kernel and that result in a small worst-case error. In addition to our theoretical results and the benefits resulting from convex weights, our experiments indicate that this construction can compete with the optimal bounds in well-known examples.
Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
St Catherine's College
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author


Publisher:
Curran Associates
Host title:
Advances in Neural Information Processing Systems 35
Volume:
10
Pages:
6886-6900
Publication date:
2023-04-01
Acceptance date:
2022-09-14
Event title:
36th Conference on Neural Information Processing Systems (NeurIPS 2022)
Event location:
New Orleans, USA
Event website:
https://nips.cc/Conferences/2022
Event start date:
2022-11-28
Event end date:
2022-12-09
ISSN:
1049-5258
EISBN:
9781713873129
ISBN:
9781713871088


Language:
English
Keywords:
Pubs id:
1187579
Local pid:
pubs:1187579
Deposit date:
2022-11-03

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