Spectral Decomposition of Integral Operators for Optimal Interpolation in Hilbert Subspaces
Bertrand Gauthier, Xavier Bay · 2010
The orthogonal projection associated to optimal interpolation in a Hilbert subspace is characterized by the spectral decomposition of problem adapted integral operators. We then propose a methodology to construct interpolators that take into account an innite number of informations. As an application, we illustrate how boundary constraints can be enforced in Gaussian process models.