English

Orthonormal Expansions for Translation-Invariant Kernels

Classical Analysis and ODEs 2024-05-01 v4 Machine Learning Numerical Analysis Numerical Analysis Machine Learning

Abstract

We present a general Fourier analytic technique for constructing orthonormal basis expansions of translation-invariant kernels from orthonormal bases of L2(R)\mathscr{L}_2(\mathbb{R}). This allows us to derive explicit expansions on the real line for (i) Mat\'ern 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.

Keywords

Cite

@article{arxiv.2206.08648,
  title  = {Orthonormal Expansions for Translation-Invariant Kernels},
  author = {Filip Tronarp and Toni Karvonen},
  journal= {arXiv preprint arXiv:2206.08648},
  year   = {2024}
}

Comments

23 pages, 8 figures

R2 v1 2026-06-24T11:54:50.238Z