Stationary Kernels and Gaussian Processes on Lie Groups and their Homogeneous Spaces I: the compact case
平稳核与李群及其齐性空间上的高斯过程 I：紧致情况
机构 * St. Petersburg State University and University of Oxford（圣彼得堡国立大学和牛津大学） ； St. Petersburg State University and Neapolis University Pafos（圣彼得堡国立大学和纳皮奥斯大学帕福斯） ； University of Cambridge and Cornell University（剑桥大学和康奈尔大学） ； ETH Zürich（苏黎世联邦理工学院）
AI总结 本文研究了在李群及其齐性空间上构建平稳高斯过程的技术，特别针对紧致空间，提供计算方法使其与现有高斯过程软件兼容。
Comments This version fixes two mathematical typos, in equations (58) and (65), where both sums should be taken only over the diagonal part $π^{(λ)}_{jj}$ and not over $π^{(λ)}_{jk}$ as had erroneously been written in the previous version. The proofs for both statements remain unchanged. We thank Nathaël Da Costa for making us aware of this pair of typos
Journal ref Journal of Machine Learning Research, 2024
