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以随机场作为解释变量的回归AI 解读

The use of observations of a random function in space (random field) as independent variables in regression is considered including the numerical aspects. Details are presented for obtaining a numerical approximation to a Karhunen-Loève expansion when the random function is observed at a large number of points. The procedure involves a two stage modified principal component analysis. The dependent variable is then regressed on the principal components. An example from…

以随机场为解释变量的回归AI 解读

The use of observations of a random function in space (random field) as independent variables in regression is considered including the numerical aspects. Details are presented for obtaining a numerical approximation to a Karhunen-Loève expansion when the random function is observed at a large number of points. The procedure involves a two stage modified principal component analysis. The dependent variable is then regressed on the principal components. An example from…