Spatial adaption for predicting random functions

DOI10.1214/aos/1024691470zbMath0927.62098OpenAlexW2050655021MaRDI QIDQ1307098

Thomas Müller-Gronbach, Klaus Ritter

Publication date: 14 December 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1024691470

zbMATH Keywords

reconstructionintegral estimationasymptotically optimal designsspatial adaptionunknown smoothness

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Sequential statistical design (62L05) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (7)

The optimal uniform approximation of systems of stochastic differential equations ⋮ Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\) ⋮ Estimation of number of the derivatives of a Gaussian process ⋮ Global smoothness estimation of a Gaussian process from general sequence designs ⋮ Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC ⋮ Assessing the number of mean square derivatives of a Gaussian process ⋮ Uniform reconstruction of Gaussian processes

Cites Work

• Bayesian object identification: variants
• Sampling designs for estimating integrals of stochastic processes
• Deterministic and stochastic error bounds in numerical analysis
• Sojourns and extremes of Gaussian processes
• Asymptotic optimality of regular sequence designs
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Sampling designs for estimation of a random process
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
• Locally lattice sampling designs for isotropic random fields
• Noisy Information and Computational Complexity
• Ideal spatial adaptation by wavelet shrinkage
• Estimating Functionals of a Stochastic Process
• Cuspidal Modular Symbols are Transportable
• Designs for Regression Problems with Correlated Errors
• Bounds on Moments of Certain Random Variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Spatial adaption for predicting random functions