2

How to prove the radial basis function $k(u,v) = \int_{\mathbb{R}^d} \phi_t(u)\phi_t(v)dt $ can be integrated out by mapping function? $$\phi_{t}(u) = \frac{1}{(2\pi\Sigma)^{d/2}} \exp\left\{-\frac{\|u - t\|^2}{2\Sigma}\right\}$$ In other words, the integration will produce the radial basis function $$k(u,v) = \alpha \exp\left\{-\frac{\|u - v\|^2}{\beta}\right\}$$

Hope the problem is clear, it's my first time posting a question here.

Carl
  • 11,532
  • 7
  • 45
  • 102
i3wangyi
  • 21
  • 2
  • (+1) Because this is a homework/self-study question, you should add the `self-study` tag to your question. – Patrick Coulombe Feb 27 '15 at 05:23
  • Hints: https://en.wikipedia.org/wiki/Mat%C3%A9rn_covariance_function and https://en.wikipedia.org/wiki/Radial_basis_function#Types – Carl Nov 03 '17 at 13:55

0 Answers0