Timeline for Numerically finding a Mercer expansion for a given covariance kernel
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 18, 2011 at 17:26 | comment | added | Tom LaGatta | Oops, that wasn't clear. Yes: the scale of the coefficients is that of the eigenvalues. This guarantees sufficient decay so that the sum converges. | |
| Aug 18, 2011 at 16:46 | comment | added | Simon Lyons | I guess you're setting $Z_i \sim \mathcal{N}(0,\lambda_i)$, are you? | |
| Aug 18, 2011 at 11:06 | answer | added | fabee | timeline score: 1 | |
| Aug 18, 2011 at 1:46 | history | edited | Tom LaGatta | CC BY-SA 3.0 |
added 1110 characters in body
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| Aug 18, 2011 at 1:40 | comment | added | Tom LaGatta | Thanks for the responses, everybody. Let me make an edit explaining why I am not taking this approach. | |
| Aug 17, 2011 at 13:02 | comment | added | R Hahn | I am interested to know if Tom has something in mind different than what Simon suggests in his comment -- isn't discretization the standard thing to do in this case? But the upvotes for the question suggest to me that I'm missing some aspect of the problem. | |
| Aug 17, 2011 at 9:42 | comment | added | Simon Lyons | How about discretising the problem and finding the eigenvectors of the Gram matrix of $c$? | |
| Aug 16, 2011 at 22:39 | comment | added | Steve Huntsman | Not quite sure I follow you, but maybe this will help: en.wikipedia.org/wiki/… | |
| Aug 16, 2011 at 22:23 | history | asked | Tom LaGatta | CC BY-SA 3.0 |