CovNet: Covariance Networks for Functional Data on Multidimensional Domains
CovNet:多维定义域函数型数据的协方差网络
Abstract Covariance estimation is ubiquitous in functional data analysis. Yet, the case of functional observations over multidimensional domains introduces computational and statistical challenges, rendering the standard methods effectively inapplicable. To address this problem, we introduce Covariance Networks (CovNet) as a modelling and estimation tool. The CovNet model is universal—it can be used to approximate any covariance up to desired precision. Moreover, the model…