Discrete Reproducing Kernel Hilbert Spaces: Sampling and Distribution of Dirac-masses

Palle Jorgensen, Feng Tian; 16(Dec):3079−3114, 2015.

Abstract

We study reproducing kernels, and associated reproducing kernel Hilbert spaces (RKHSs) $\mathscr{H}$ over infinite, discrete and countable sets $V$. In this setting we analyze in detail the distributions of the corresponding Dirac point-masses of $V$. Illustrations include certain models from neural networks: An Extreme Learning Machine (ELM) is a neural network-configuration in which a hidden layer of weights are randomly sampled, and where the object is then to compute resulting output. For RKHSs $\mathscr{H}$ of functions defined on a prescribed countable infinite discrete set $V$, we characterize those which contain the Dirac masses $\delta_{x}$ for all points $x$ in $V$. Further examples and applications where this question plays an important role are: (i) discrete Brownian motion-Hilbert spaces, i.e., discrete versions of the Cameron-Martin Hilbert space; (ii) energy-Hilbert spaces corresponding to graph-Laplacians where the set $V$ of vertices is then equipped with a resistance metric; and finally (iii) the study of Gaussian free fields.

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