Generalized Whittle–Matérn and polyharmonic kernels

Abstract

This paper simultaneously generalizes two standard classes of radial kernels, the polyharmonic kernels related to the differential operator ( − Δ)^m and the Whittle–Matérn kernels related to the differential operator ( − Δ + I)^m. This is done by allowing general differential operators of the form $\prod_{j=1}^m(-\Delta+\kappa_j^2I)$ with nonzero κ _j and calculating their associated kernels. It turns out that they can be explicity given by starting from scaled Whittle–Matérn kernels and taking divided differences with respect to their scale. They are positive definite radial kernels which are reproducing kernels in Hilbert spaces norm-equivalent to $W_2^m(\ensuremath{\mathbb{R}}^d)$. On the side, we prove that generalized inverse multiquadric kernels of the form $\prod_{j=1}^m(r^2+\kappa_j^2)^{-1}$ are positive definite, and we provide their Fourier transforms. Surprisingly, these Fourier transforms lead to kernels of Whittle–Matérn form with a variable scale κ(r) between κ ₁,...,κ _m . We also consider the case where some of the κ _j vanish. This leads to conditionally positive definite kernels that are linear combinations of the above variable-scale Whittle–Matérn kernels and polyharmonic kernels. Some numerical examples are added for illustration.