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 . 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