Continuum versus discrete networks, graph Laplacians, and reproducing kernel Hilbert spaces

Abstract

Motivated by applications to machine learning, we construct a reversible and irreducible Markov chain whose state space is a certain collection of measurable sets of a chosen l.c.h. space X. We study the resulting network (connected undirected graph), including transience, Royden and Riesz decompositions, and kernel factorization. We describe a construction for Hilbert spaces of signed measures which comes equipped with a new notion of reproducing kernels and there is a unique solution to a regularized optimization problem involving the approximation of L2 functions by functions of finite energy. The latter has applications to machine learning (for Markov random fields, for example).