Functional singular component analysis

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Functional Data Analysis (2016, background): “Functions u 1 , v 1 turn out to be the ﬁrst pair of the singular basis of the covariance operator of ( X, Y ) (Yang, M¨uller & Stadtm¨uller 2011).”
Karhunen-Loève expansion for multi-correlated stochastic processes (2013, background): “Many recent studies aim at developing simple models of complex systems based on empirical or historical data [21,22,47].”
Partial Separability and Functional Graphical Models for Multivariate Gaussian Processes (2019, methodology): “For other observational designs, smoothing can be applied to the pooled data to estimate these quantities [26, 25].”