On power sum kernels on symmetric groups

11/10/2022

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by   Iskander Azangulov, et al.

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In this note, we introduce a family of "power sum" kernels and the corresponding Gaussian processes on symmetric groups S_n. Such processes are bi-invariant: the action of S_n on itself from both sides does not change their finite-dimensional distributions. We show that the values of power sum kernels can be efficiently calculated, and we also propose a method enabling approximate sampling of the corresponding Gaussian processes with polynomial computational complexity. By doing this we provide the tools that are required to use the introduced family of kernels and the respective processes for statistical modeling and machine learning.