Interpolation of spatial data. Some theory for kriging
Classical linear predictors for stationary random fields usually presume that the covariance structure of the fields is known. In difference to this, kriging often relies on an estimate for the covariance structure using the same data that will be used for interpolation. A number of applications of kriging is readily provided by geostatistics and general statistical analysis of spatial processes. The book develops a mathematically rigorous theory of kriging when the covariance structure is partially known, usually in the form of a parametric family of covariance functions. The author covers a number of mathematical issues that concern the kriging approach to Gaussian stationary random fields, including asymptotic properties of linear predictors, equivalence/orthogonality of Gaussian measures and prediction and estimation of integrals of random fields. Some of the recurrent themes include contrast between interpolation and extrapolation; importance of the local behaviour of the random field for kriging; fixed-domain asymptotic results that, instead of working with growing windows, presume that more and more observations are taken within a fixed window; aspects of the model important for spatial interpolation in relation to other aspects estimable from the data. Throughout the book, the author advocates use of the Matérn model of the covariance function that is flexible enough proving random fields with any required degree of differentiability. A particular emphasis is put on best linear predictors at the cost of less emphasis on modelling the mean and using best linear unbiased predictors. The author develops inference techniques for differentiable random fields that are not based on the empirical semivariogram. A number of presented results are new. Although the presentation is succinct and quite technical overall, the book is well-readable. Primarily designed as a research monograph, the book can be used for a (rather advanced) course for graduate students. The author has done a nice work equipping the main text with numerous exercises and some simulation results. The book can be viewed as a mathematical extension of the broad overview of kriging provided by N.A.C. Cressie [Statistics for spatial data. (1991; Zbl 0799.62002)]. Many future readers of this book will come this way looking for a mathematical theory for kriging. The book will also be of interest for probabilists and mathematical statisticians accustomed to the classical interpolation theory for random fields. They will find the text much easier to read with a number of open ends that call for future work in order to attack some of the unresolved problems that would lead to a complete mathematical theory of kriging with estimated covariance structure.
- The Dagum family of isotropic correlation functions
- Marginal likelihood for parallel series
- Flexible temporal expression profile modelling using the Gaussian process
- Spatial interpolation of high-frequency monitoring data
- G-SELC: optimization by sequential elimination of level combinations using genetic algorithms and Gaussian processes
- Multilevel modeling using spatial processes: application to the Singapore housing market
- The computational order of a DACE dynamical model
- Model comparison and selection for stationary space-time models
- Residual-based specification of a hidden random field included in a hierarchical spatial model
- Hierarchical multiresolution approaches for dense point-level breast cancer treatment data
- Bayesian spatial prediction of the site index in the study of the Missouri Ozark forest ecosystem project
- Improved scatter search for the global optimization of computationally expensive dynamic models
- Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
- A modeling approach for large spatial datasets
- A meshless local Kriging method for large deformation analyses
- Some results on the spatial breakdown point of robust point estimates of the variogram
- Recent advances to model anisotropic space-time data
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- Bayesian emulation of complex multi-output and dynamic computer models
- Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging
- Families of spatio-temporal stationary covariance models.
- Nonparametric kernel estimation of an isotropic variogram.
- An objective general index for multivariate ordered data
- Eigenstructures of spatial design matrices
- The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
- Effective sample size for spatial regression models
- Tensor cubic smoothing splines in designed experiments requiring residual modelling
- \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
- Optimal design for correlated processes with input-dependent noise
- Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
- Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes
- Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs
- Asymptotic theory for varying coefficient regression models with dependent data
- Convex relaxation for IMSE optimal design in random-field models
- Modeling nonstationary covariance function with convolution on sphere
- Equivalence and orthogonality of Gaussian measures on spheres
- Flexible and efficient estimating equations for variogram estimation
- A new class of high-order methods for fluid dynamics simulations using Gaussian process modeling: one-dimensional case
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices
- Optimal change point detection in Gaussian processes
- Multi-fidelity Gaussian process regression for prediction of random fields
- Numerical instability of calculating inverse of spatial covariance matrices
- Gaussian processes for history-matching: application to an unconventional gas reservoir
- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC
- Multivariate approximation for analytic functions with Gaussian kernels
- Spherical process models for global spatial statistics
- A unified framework for stochastic optimization
- Intrinsic random functions on the sphere
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- Bayesian inference in nonparametric dynamic state-space models
- Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
- Statistical inference for spatial statistics defined in the Fourier domain
- Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil
- Lebesgue decomposition of probability measures: applications to equivalence, singularity and Kriging
- Spatio-temporal change-point modeling
- Anisotropy models for spatial data
- Analysis methods for computer experiments: how to assess and what counts?
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- The screening effect in kriging
- On smoothness properties of spatial processes
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
- Equivalence of Gaussian measures for some nonstationary random fields
- Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
- Smoothing and mixed models
- The effect of the nugget on Gaussian process emulators of computer models
- Spectral approach for kernel-based interpolation
- Argumentwise invariant kernels for the approximation of invariant functions
- Asymptotic Palm likelihood theory for stationary point processes
- Generation of a cokriging metamodel using a multiparametric strategy
- Adaptive covariance estimation with model selection
- Variational Bayesian methods for spatial data analysis
- Fractal and smoothness properties of space-time Gaussian models
- Needlet-Whittle estimates on the unit sphere
- Spatial models for point and areal data using Markov random fields on a fine grid
- Modeling temporal gradients in regionally aggregated California asthma hospitalization data
- Daily minimum and maximum temperature simulation over complex terrain
- Modeling threshold exceedance probabilities of spatially correlated time series
- Explicit connections between longitudinal data analysis and kernel machines
- Semiparametric regression during 2003--2007
- Nonparametric estimation of covariance functions by model selection
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
- The linear conditional expectation in Hilbert space
- Test for high dimensional covariance matrices
- Topology analysis of global and local RBF transformations for image registration
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
- Semiparametric method and theory for continuously indexed spatio-temporal processes
- An extended two-stage sequential optimization approach: properties and performance
- Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors
- Propriety of the reference posterior distribution in Gaussian process modeling
- Bayesian regression and classification using Gaussian process priors indexed by probability density functions
- Bayesian numerical methods for nonlinear partial differential equations
- Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting
- On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
- On the inference of applying Gaussian process modeling to a deterministic function
- Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
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