Kernel embedding of measures and low-rank approximation of integral operators

Abstract We describe a natural coisometry from the Hilbert space of all Hilbert-Schmidt operators on a separable reproducing kernel Hilbert space (RKHS) \, H (RKHS) H and onto the RKHS G G associated with the squared-modulus of the reproducing kernel of H H. Through this coisometry, trace-class integral operators defined by general measures and the reproducing kernel of H H are isometrically represented as potentials in G G, and the quadrature approximation of these operators is equivalent to the approximation of integral functionals on G G. We then discuss the extent to which the approximation of potentials in RKHSs with squared-modulus kernels can be regarded as a differentiable surrogate for the characterisation of low-rank approximation of integral operators.