Orthonormal expansions for translation-invariant kernels

Filip Tronarp,Toni Karvonen

Journal of Approximation Theory(2024)

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摘要
We present a general Fourier analytic technique for constructing orthonormal basis expansions of translation-invariant kernels from orthonormal bases of ℒ2(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.
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关键词
Positive-definite kernels,Radial basis functions,Orthonormal expansions,Orthogonal polynomials
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