Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Gaussian_processes
second-order stochastic processes |
| gptkbp:category |
gptkb:mathematics
|
| gptkbp:describes |
representation of stochastic processes
|
| gptkbp:field |
gptkb:probability_theory
functional analysis stochastic processes |
| gptkbp:firstPublished |
1940s
|
| https://www.w3.org/2000/01/rdf-schema#label |
Karhunen–Loève theorem
|
| gptkbp:namedAfter |
gptkb:Michel_Loève
Kari Karhunen |
| gptkbp:relatedTo |
gptkb:Hilbert_space
gptkb:principal_component_analysis spectral decomposition eigenfunction expansion |
| gptkbp:state |
A stochastic process can be represented as an infinite linear combination of orthogonal functions with uncorrelated random coefficients.
|
| gptkbp:usedIn |
gptkb:machine_learning
gptkb:signal_processing data compression pattern recognition |
| gptkbp:bfsParent |
gptkb:Michel_Loève
|
| gptkbp:bfsLayer |
6
|