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Regression Analysis of Vector-Valued Random Processes

โœ Scribed by Freiberger, W.; Rosenblatt, M.; Van Ness, J.


Book ID
118192353
Publisher
Society for Industrial and Applied Mathematics
Year
1962
Weight
919 KB
Volume
10
Category
Article
ISSN
0368-4245

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We develop a stochastic functional representation that is adapted to problems involving various forms of epistemic uncertainties including modeling error and data paucity. The new representation builds on the polynomial Chaos decomposition and eventually yields a Karhunen-Loeve expansion with random