Decomposition of Gaussian processes, and factorization of positive definite kernels

DOI10.7494/OpMath.2019.39.4.497zbMath1443.47085arXiv1812.10850OpenAlexW2964257218WikidataQ127826723 ScholiaQ127826723MaRDI QIDQ5106675

Palle E. T. Jorgensen, Feng Tian

Publication date: 22 April 2020

Published in: Opuscula Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.10850

zbMATH Keywords

interpolationoptimizationframescovariancereproducing kernel Hilbert spacetransformnon-uniform samplingfeature spaceGaussian free fieldsanalysis/synthesismeasurable categorygeneralized Ito-integration

Mathematics Subject Classification ID

Algebras of unbounded operators; partial algebras of operators (47L60) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Numerical methods for integral transforms (65R10) General harmonic expansions, frames (42C15) Structural characterization of families of graphs (05C75) Applications of functional analysis in quantum physics (46N50) Applications of functional analysis in probability theory and statistics (46N30) Discrete potential theory (31C20)

Related Items (3)

Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space ⋮ Conditional mean embedding and optimal feature selection via positive definite kernels ⋮ On 2-inner product spaces and reproducing property

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