Part of Advances in Neural Information Processing Systems 15 (NIPS 2002)
Christopher Williams, John Shawe-taylor
In this paper we analyze the relationships between the eigenvalues of the m x m Gram matrix K for a kernel k(·, .) corresponding to a sample Xl, ... ,Xm drawn from a density p(x) and the eigenvalues of the corresponding continuous eigenproblem. We bound the dif(cid:173) ferences between the two spectra and provide a performance bound on kernel peA.