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An Overview of Univariate and Multivariate Karhunen Loève Expansions in Statistics

Ranadeep Daw, Matthew Simpson, Christopher K. Wikle, Scott H. Holan, Jonathan R. Bradley

2022Journal of the Indian Society for Probability and Statistics14 citationsDOI

Topics & Concepts

UnivariateMultivariate statisticsMathematicsCovarianceContext (archaeology)Dimensionality reductionStatisticsKernel (algebra)Computer scienceEconometricsArtificial intelligenceGeographyArchaeologyCombinatoricsSoil Geostatistics and MappingStatistical Methods and InferenceStatistical Methods and Bayesian Inference