Predicting random fields with increasing dense observations

DOI10.1214/AOAP/1029962604zbMATH Open0955.62095OpenAlexW2007832013MaRDI QIDQ1296596FDOQ1296596

Michael L. Stein

Publication date: 27 February 2001

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1029962604

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zbMATH Keywords

kriginginfill asymptoticssampling theoremapproximations in Hilbert spacestime series experiments

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Inference from stochastic processes and prediction (62M20) Rate of convergence, degree of approximation (41A25)

Cites Work

• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Designs for Regression Problems With Correlated Errors: Many Parameters
• Title not available (Why is that?)
• Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
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• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
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• The Shannon sampling theorem—Its various extensions and applications: A tutorial review
• A note on optimal and asymptotically optimal designs for certain time series models
• Asymptotic optimality of regular sequence designs
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• Efficiency of linear predictors for periodic processes using an incorrect covariance function
• Designs for Regression Problems with Correlated Errors
• An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields
• Designs for Regression Problems with Correlated Errors III
• A simple condition for asymptotic optimality of linear predictions of random fields
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• Title not available (Why is that?)
• Regression design for some equivalence classes of kernels
• Projection with the wrong Inner Product and its Application to Regression with Correlated Errors and Linear Filtering of Time Series
• Title not available (Why is that?)

Cited In (16)

• Bayesian inference in STAR models using neighbourhood effects
• Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
• Robust Bayesian inference in STAR models with neighbourhood effects
• Asymptotic properties of multivariate tapering for estimation and prediction
• Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences
• Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
• Predicting integrals of random fields using observations on a lattice
• Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
• 2010 Rietz lecture: When does the screening effect hold?
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
• Asymptotic learning curves of kernel methods: empirical data versus teacher–student paradigm
• Asymptotically equivalent prediction in multivariate geostatistics
• Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy
• A simple condition for asymptotic optimality of linear predictions of random fields
• Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics

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