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Activity Number: 591
Type: Topic Contributed
Date/Time: Wednesday, August 12, 2015 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract #315405
Title: Application of Karhunen-Loeve Expansion for Multivariate Spatial Processes
Author(s): Hao Zhang*
Companies: Purdue University
Keywords: Karhunen-Loeve Expansion ; kriging ; cokriging ; infill asymptotics ; spatial process ; massive spatial data
Abstract:

The Karhunen-Loeve expansion of a spatial process represents the process by an infinite sum of white noises. The random variations of the process are fully captured by the white noise and the first few terms usually account for a significant portion of the variation of the process. This leads to some work to employ the truncated KL expansion to analyze massive spatial data. New algorithms have been developed to calculate the KL expansion for spatial processes. In this talk, I will explore the application of Karhunen-Loeve expansion in the theoretical study of multivariate spatial process. For example, the KL expansion can provide insights into when cokriging is expected to outperform kriging and when it is not.

Authors who are presenting talks have a * after their name.

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