Constructs classical orthogonal VWK basis for Volterra estimation and proves order-2 excess risk penalty for Gaussian basis under input skew, with conditioning experiments and Lean proof.
On generating orthogonal polynomials.SIAM Journal on Scientific and Statistical Computing, 3(3):289–317, 1982
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Volterra--Wiener--Kunchenko Orthogonalization: From Wiener--Hermite to Distribution-Matched Volterra Bases
Constructs classical orthogonal VWK basis for Volterra estimation and proves order-2 excess risk penalty for Gaussian basis under input skew, with conditioning experiments and Lean proof.