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A criterion and incremental design construction for simultaneous kriging predictions

Identificadores del recurso

Waldl, H., Müller, W. G., Trandafir, P. C. (2024) A criterion and incremental design construction for simultaneous kriging predictions. Spatial Statistics, 59, 1-16. https://doi.org/10.1016/j.spasta.2023.100798.

2211-6753

https://hdl.handle.net/2454/47799

10.1016/j.spasta.2023.100798

Procedència

(Academica-e: repositorio digital de la Universidad Pública de Navarra)

Fitxa

Títol:: A criterion and incremental design construction for simultaneous kriging predictions
Tema:: Active learning; Gaussian process; Optimal experimental design
Descripció:: In this paper, we further investigate the problem of selecting a set of design points for universal kriging, which is a widely used technique for spatial data analysis. Our goal is to select the design points in order to make simultaneous predictions of the random variable of interest at a finite number of unsampled locations with maximum precision. Specifically, we consider as response a correlated random field given by a linear model with an unknown parameter vector and a spatial error correlation structure. We propose a new design criterion that aims at simultaneously minimizing the variation of the prediction errors at various points. We also present various efficient techniques for incrementally building designs for that criterion scaling well for high dimensions. Thus the method is particularly suitable for big data applications in areas of spatial data analysis such as mining, hydrogeology, natural resource monitoring, and environmental sciences or equivalently for any computer simulation experiments. We have demonstrated the effectiveness of the proposed designs through two illustrative examples: one by simulation and another based on real data from Upper Austria.; This work was partly supported by project INDEX(INcremental Design of EXperiments), Austria I3903-N32 of the Austrian Science Fund(FWF). The third author received support for this research from a fellowship provided by the Spanish Ministry of Universities, Spain ( PRX22/00578 ).
Idioma:: English
Relació:: Spatial Statistics 59, (2024), 100798; https://doi.org/10.1016/j.spasta.2023.100798
Autor/Productor:: Waldl, Helmut; Müller, Werner G.; 0000-0002-6939-391X
Editor:: Elsevier
Otros colaboradores/productores:: Universidad Pública de Navarra. Departamento de Estadística, Informática y Matemáticas; Nafarroako Unibertsitate Publikoa. Estatistika, Informatika eta Matematika Saila
Drets:: ©2023 The Authors. This is an open access article under the CC BY license.; http://creativecommons.org/licenses/by/4.0/; Acceso abierto / Sarbide irekia; info:eu-repo/semantics/openAccess
Data:: 2024
Tipo de recurso:: info:eu-repo/semantics/article; info:eu-repo/semantics/publishedVersion
Format:: application/pdf

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