To make sense of millions of raw data and represent them efficiently, practitioners rely on representation learning. Recently, deep connections have been shown between these approaches and the spectral decompositions of some underlying operators. Historically, explicit spectral embeddings were built from graphs constructed on top of the data. In contrast, we propose two new methods to build spectral embeddings: one based on functional analysis principles and kernel methods, which leads to algorithms with theoretical guarantees, and the other based on deep networks trained to optimize principled variational losses, which yield practically efficient algorithms. Furthermore, we provide a new sampling algorithm that leverages learned representations to generate new samples in a single step.