Extrapolation of stationary random fields via level sets

DOI10.1090/TPMS/1166MaRDI QIDQ5080406zbMATH OpenOpenAlexFDO

Authors

Publication date 31 May 2022

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.12481

zbMATH Keywords

excursionextrapolationGaussian random fieldlevel setlinear predictionquadratically constrained quadratic problemsecond order cone programmingstationary random field

Mathematics Subject Classification ID

Random fields; image analysis (62M40)

Abstract: In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric difference of these sets under the condition that the univariate distributions of the predictor and of the field itself coincide. We illustrate the new approach on Gaussian random fields.

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Cited in

(6)

• Extrapolation of stable random fields
• Extrapolation of Stationary Random Fields
• A Levinson-Type Algorithm for Discrete Stationary Random Fields
• Prediction of random variables by excursion metric projections
• Extrapolation and moving average representation for stationary random fields and Beurling's theorem
• Level sets of random fields and applications: specular points and wave crests

Describes a project that uses

Uses Software

• RandomFields

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