Economical Models for Functional Covariation - SAMSI
Economical Models for Functional Covariation - SAMSI
Economical Models for Functional Covariation - SAMSI
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Overview <strong>Functional</strong> PCA finite element basis Estimation Examples Extensions and discussion<br />
Properties of σ<br />
The covariance kernel σ is piecewise quadratic, and<br />
continuous.<br />
σ(s, t) = 0 when |s − t| ≥ δ.<br />
As long as ∫ λ 2 (s, w)dw > 0 <strong>for</strong> all s, σ will be positive<br />
definite.<br />
σ can be further constrained by fixing specified values <strong>for</strong><br />
coefficients c kl .
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