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math.NA2026
A Primer on the Karhunen-Loève Expansion
Alen Alexanderian
This article provides a primer on the spectral representation of random fields via the Karhunen-Loève Expansion (KLE). The goal is to bridge the gap between the theoretical foundat…
math.ST2026
A new kernel-based approach for the global sensitivity analysis of models with correlated inputs
Troy Larsen, Alen Alexanderian
We present an HSIC-based approach for global sensitivity analysis of broad classes of models with correlated and possibly function-valued inputs and outputs. To this end, we define…