Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
From MaRDI portal
Publication:4956056
DOI10.1111/1467-9469.00168zbMath0944.60043OpenAlexW2072772803MaRDI QIDQ4956056
Publication date: 24 May 2000
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00168
information matrixmean squared errorspatial statisticsspatial linear modelcomputer experimentsGaussian stochastic processexponential covariance
Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Gaussian processes (60G15)
Related Items (11)
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes ⋮ Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type ⋮ Gaussian process emulation for second-order Monte Carlo simulations ⋮ Expected improvement in efficient global optimization through bootstrapped Kriging ⋮ Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model ⋮ Design of computer experiments: space filling and beyond ⋮ Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function ⋮ Optimized sample schemes for geostatistical surveys ⋮ Analysis methods for computer experiments: how to assess and what counts? ⋮ A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments ⋮ Risks of classification of the Gaussian Markov random field observations
This page was built for publication: Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
