Karhunen-Loève expansion for multi-correlated stochastic processes

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Towards efficient uncertainty quantification in complex and large-scale biomechanical problems based on a Bayesian multi-fidelity scheme (2014, background): “cross-correlated sample functions have for example been proposed in (Popescu et al. 1998; Field and Grigoriu 2012; Vořechovský 2008; Cho et al. 2013).”
Multi-fidelity Gaussian process regression for prediction of random fields (2017, methodology): “, multivariate orthogonal polynomials selected from the Askey scheme [35,33,7,32], or generalized bi-orthogonal series expansion [5,30].”