Great article! Very curious how this orthogonalization + regularization idea could be extended to other kinds of series, such as Fourier series.
This is the Fourier projection. Just on a different basis,the mathematics are near identical, you just change the subspace.
The Fourier basis is already orthonormal.
This is the Fourier projection. Just on a different basis,the mathematics are near identical, you just change the subspace.