Kriging prediction with isotropic Matérn correlations: robustness and experimental designs

MaRDI QIDQ5148979FDOQ5148979

Authors: Rui Tuo, Wenjia Wang 

Publication date: 5 February 2021

Full work available at URL: https://arxiv.org/abs/1911.05570

Recommendations

• On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
• Some asymptotic properties of kriging when the covariance function is misspecified
• On the effect of covariance function estimation on the accuracy of kriging predictors
• The Bootstrap and Kriging Prediction Intervals
• Kernel approximations for universal kriging predictors

zbMATH Keywords

computer experimentsuncertainty quantificationscattered data approximationspace-filling designsBayesian machine learning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Interpolation of spatial data. Some theory for kriging
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Fast Bayesian hyperparameter optimization on large datasets
• Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
• Gaussian processes for machine learning.
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Information rates of nonparametric Gaussian process methods
• Designs for Regression Problems With Correlated Errors: Many Parameters
• Learning Theory
• Conditional ergodicity in infinite dimension
• Probabilistic numerics and uncertainty in computations
• A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
• Introduction to nonparametric estimation
• Optimal global rates of convergence for nonparametric regression
• Kernel-based approximation methods using MATLAB
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Bayesian supremum norm contraction rates
• Title not available (Why is that?)
• Random Fields and Geometry
• Functional spaces for the theory of elliptic partial differential equations. Transl. from the French by Reinie Erné
• Lower bounds for posterior rates with Gaussian process priors
• Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
• Rates of contraction of posterior distributions based on Gaussian process priors
• Deterministic and stochastic error bounds in numerical analysis
• Average-case analysis of numerical problems
• Convergence rates of efficient global optimization algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• Scattered Data Interpolation on Spheres: Error Estimates and Locally Supported Basis Functions
• Designs for Regression Problems with Correlated Errors
• Title not available (Why is that?)
• Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
• Title not available (Why is that?)
• Designs for Regression Problems with Correlated Errors III
• Sobolev bounds on functions with scattered zeros, with applications to radial basis function surface fitting
• An extension of a bound for functions in Sobolev spaces, with applications to \((m, s)\)-spline interpolation and smoothing
• Sobolev error estimates and a Bernstein inequality for scattered data interpolation via radial basis functions
• Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
• Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
• Uniform reconstruction of Gaussian processes
• Scattered-Data Interpolation on $\bb R^\protectn$: Error Estimates for Radial Basis and Band-Limited Functions
• Asymptotics of best-packing on rectifiable sets
• On the average complexity of multivariate problems
• Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
• Scattered Data Approximation
• Approximation of additive random fields based on standard information: average case and probabilistic settings
• Optimal Bayesian estimation in random covariate design with a rescaled Gaussian process prior
• Title not available (Why is that?)
• Sharp asymptotics of the functional quantization problem for Gaussian processes.
• High-resolution product quantization for Gaussian processes under sup-norm distortion
• Closed form representations and properties of the generalised Wendland functions
• On certain extremal problems in the theory of approximation of random processes.
• Recent developments in error estimates for scattered-data interpolation via radial basis functions
• Approximation orders for interpolation by surface splines to rough functions
• Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
• Elliptic differential operators and spectral analysis
• Asymptotic analysis of average case approximation complexity of additive random fields
• The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process
• Average case approximation: convergence and tractability of Gaussian kernels
• Average case tractability of multivariate approximation with Gaussian kernels
• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• On Prediction Properties of Kriging: Uniform Error Bounds and Robustness

Cited In (10)

• Kriging prediction with isotropic Mat\'ern correlations: Robustness and experimental design
• The Matérn model: a journey through statistics, numerical analysis and machine learning
• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• On the inference of applying Gaussian process modeling to a deterministic function
• Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
• Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria
• Functional-input Gaussian processes with applications to inverse scattering problems
• Efficient kriging using interleaved lattice-based designs with low fill and high separation distance properties
• Title not available (Why is that?)
• Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy

This page was built for publication: Kriging prediction with isotropic Matérn correlations: robustness and experimental designs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5148979)