Let $k$ be a kernel function (symmetric and semi-positive definite function).

Does the following relationship hold:

$\int_{-\infty}^{+\infty}k(x,u)k(y,u) du \propto k(x,y)$ ?

Or for what type of kernels does it hold?

I know that in the case of RBF Gaussian kernel it holds (see here: page 102 pdf; page 84 print; it relates to Gaussian processes; a positive answer would help me generalize this RBF property to any kernel function).


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.