Matrix valued positive definite kernels related to the generalized Aitken's integral for Gaussians

Valdir MENEGATTO; Claudemir OLİVEİRA

doi:https://doi.org/10.33205/cma.964096

Makale detayları

Matrix valued positive definite kernels related to the generalized Aitken's integral for Gaussians

Yazarlar:

Valdir MENEGATTO | Claudemir OLİVEİRA

Yayıncı:

Tuncer ACAR

Ana Başlıklar:

Olasılıklar ve uygulamalı matematik

Dergi:

Constructive Mathematical Analysis 2021 Vol.4 Issue 4, pp.384-399

Belge Tipi:

Makale

Yayın Tarihi:

12/2021

Belge Dili:

İngilizce

Document ID (Org No.):

2000914123

Sıklık:

Üç Aylık

pISSN:

2651-2939

DOI:

https://doi.org/10.33205/cma.964096

Özet:

 

We introduce a method to construct general multivariate positive definite kernels on a nonempty set XX that employs a prescribed bounded completely monotone function
and special multivariate functions on XX. The method is consistent with a generalized version of Aitken's integral formula for Gaussians. In the case in which XX is a cartesian product, the method produces nonseparable positive definite kernels that may be useful in multivariate interpolation. In addition, it can be interpreted as an abstract multivariate version of the well-established Gneiting's model for constructing space-time covariances commonly highly cited in the literature. Many parametric models discussed in statistics can be interpreted as particular cases of the method.

Makale detayları

Matrix valued positive definite kernels related to the generalized Aitken's integral for Gaussians

Yazarlar: Valdir MENEGATTO | Claudemir OLİVEİRA

Yayıncı: Tuncer ACAR

Ana Başlıklar: Olasılıklar ve uygulamalı matematik

Dergi: Constructive Mathematical Analysis 2021 Vol.4 Issue 4, pp.384-399

Belge Tipi: Makale

Yayın Tarihi: 12/2021

Belge Dili: İngilizce

Document ID (Org No.): 2000914123

Sıklık: Üç Aylık

pISSN: 2651-2939

DOI: https://doi.org/10.33205/cma.964096

Sayı

Yazarlar:

Valdir MENEGATTO | Claudemir OLİVEİRA

Yayıncı:

Tuncer ACAR

Ana Başlıklar:

Olasılıklar ve uygulamalı matematik

Dergi:

Constructive Mathematical Analysis 2021 Vol.4 Issue 4, pp.384-399

Belge Tipi:

Makale

Yayın Tarihi:

12/2021

Belge Dili:

İngilizce

Document ID (Org No.):

2000914123

Sıklık:

Üç Aylık

pISSN:

2651-2939

DOI:

https://doi.org/10.33205/cma.964096