Decomposition of Gaussian processes, and factorization of positive definite kernels

We establish a duality for two factorization questions, one for general positive definite (p.d.) kernels \(K\), and the other for Gaussian processes, say \(V\). The latter notion, for Gaussian processes is stated via Ito-integration. Our approach to factorization for p.d. kernels is intuitively moti...

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Autori principali:	Palle Jorgensen, Feng Tian
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	AGH Univeristy of Science and Technology Press 2019-01-01
Serie:	Opuscula Mathematica
Soggetti:	reproducing kernel hilbert space frames generalized ito-integration the measurable category analysis/synthesis interpolation gaussian free fields non-uniform sampling optimization transform covariance feature space
Accesso online:	https://www.opuscula.agh.edu.pl/vol39/4/art/opuscula_math_3930.pdf
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