Orthonormal Expansions for Translation-Invariant Kernels

Fuente: arXiv
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Autori principali: Tronarp, Filip, Karvonen, Toni
Natura: Preprint
Pubblicazione: 2022
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author Tronarp, Filip
Karvonen, Toni
author_facet Tronarp, Filip
Karvonen, Toni
contents We present a general Fourier analytic technique for constructing orthonormal basis expansions of translation-invariant kernels from orthonormal bases of $\mathscr{L}_2(\mathbb{R})$. This allows us to derive explicit expansions on the real line for (i) Matérn kernels of all half-integer orders in terms of associated Laguerre functions, (ii) the Cauchy kernel in terms of rational functions, and (iii) the Gaussian kernel in terms of Hermite functions.
format Preprint
id arxiv_https___arxiv_org_abs_2206_08648
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Orthonormal Expansions for Translation-Invariant Kernels
Tronarp, Filip
Karvonen, Toni
Classical Analysis and ODEs
Machine Learning
Numerical Analysis
We present a general Fourier analytic technique for constructing orthonormal basis expansions of translation-invariant kernels from orthonormal bases of $\mathscr{L}_2(\mathbb{R})$. This allows us to derive explicit expansions on the real line for (i) Matérn kernels of all half-integer orders in terms of associated Laguerre functions, (ii) the Cauchy kernel in terms of rational functions, and (iii) the Gaussian kernel in terms of Hermite functions.
title Orthonormal Expansions for Translation-Invariant Kernels
topic Classical Analysis and ODEs
Machine Learning
Numerical Analysis
url https://arxiv.org/abs/2206.08648