An Overview of Univariate and Multivariate Karhunen Loève Expansions in Statistics

• Published in: Journal of the Indian Society for Probability and Statistics Vol. 23; no. 2; pp. 285 - 326
• Main Authors: Daw, Ranadeep, Simpson, Matthew, Wikle, Christopher K., Holan, Scott H., Bradley, Jonathan R.
• Format: Journal Article
• Language: English
• Published: New Delhi Springer India 01.12.2022
• Subjects: Invited Article; Mathematics and Statistics; Operations Research/Decision Theory; Probability Theory and Stochastic Processes; Statistical Theory and Methods; Statistics

Dependent data are ubiquitous in statistics and across various subject matter domains, with dependencies across space, time, and variables. Basis expansions have proven quite effective in modeling such processes, particularly in the context of functional data and high-dimensional spatial, temporal,...