Solution

ID: past-exam-of-the-advanced-topics-in-statistical-machine-learning-course-of-the-university-of-oxford/2025/2/b/i/solution

Take the real L2 space and the feature map
Each indicator function belongs to because its squared L2 norm is . Their inner product is the length of the overlapping intervals:
This realizes as a positive-semidefinite kernel; it is also the Brownian covariance kernel.

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