A note on the optimality of the Karhunen-Loeve expansion

DOI10.1016/0167-8655(83)90025-9zbMath0524.62065OpenAlexW2018843168MaRDI QIDQ3036509

Joel E. Michalek, James T. Riley, Jerome P. Keating

Publication date: 1983

Published in: Pattern Recognition Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8655(83)90025-9

zbMATH Keywords

entropymean squared errorPoincare separation theoremsimple proof of optimality of Karhunen-Loève expansion

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

This page was built for publication: A note on the optimality of the Karhunen-Loeve expansion