Locality Sensitive Hashing for p-Exponential Kernels with Applications to Density Estimation

A kernel $k(x,y)$ is LSHable if there exists a locality sensitive hashing scheme $H$ such that $k(x,y)=\Pr_{h\sim H}[h(x)=h(y)]$ for all $x,y$. This notion plays a key role in efficient kernel methods in high dimensions. In this work, we show that the $p$-exponential kernel $k(x,y)=\exp(-\lVert x-y