Spatial adaption for predicting random functions

DOI10.1214/AOS/1024691470MaRDI QIDQ1307098zbMATH OpenOpenAlexFDO

Authors 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

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

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Cited in

(8)

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

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