Orthonormal Expansions for Translation-Invariant Kernels

MaRDI QIDQ6402353zbMATH OpenFDO

Authors Filip Tronarp, Toni Karvonen

Publication date 17 June 2022

Abstract: We present a general Fourier analytic technique for constructing orthonormal basis expansions of translation-invariant kernels from orthonormal bases of $mathscr{L}_2(mathbbR)$. 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.

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