2019
DOI: 10.1080/01621459.2019.1598868
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On Prediction Properties of Kriging: Uniform Error Bounds and Robustness

Abstract: Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict for a range of untried points simultaneously. In this work we obtain some error bounds for the simple and universal kriging predictor under the uniform metric. It works for a scattered set of input points in an arbitrary dimension, and also covers the case where the covarian… Show more

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Cited by 45 publications
(55 citation statements)
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References 27 publications
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“…This threshold choice is a model design choice, however, we found from our experiments that predictive scores above 0.1 often yield satisfactory estimates in practice. This choice was also reported in [50]. Our model predictive score is 0.4656, which passes the model checking.…”
Section: Model Predictive Checkingsupporting
confidence: 62%
See 1 more Smart Citation
“…This threshold choice is a model design choice, however, we found from our experiments that predictive scores above 0.1 often yield satisfactory estimates in practice. This choice was also reported in [50]. Our model predictive score is 0.4656, which passes the model checking.…”
Section: Model Predictive Checkingsupporting
confidence: 62%
“…Figure 8 illustrates the predictive check on a held-out pump. The predictive checking procedure described is discussed in details in [50].…”
Section: Model Predictive Checkingmentioning
confidence: 99%
“…Thus, the difference between and ABOI(N,M) is bounded by the maximum interpolation error among all the m positions of grid M . Wang et al [ 50 ] provided an exhaustive analysis regarding this maximum interpolation error of OK. Indeed, hypothesis allows the use of Corollary 1 of Wang et al [ 50 ] along with Theorem 11.22 of Wendland [ 51 ] to obtain the following result (a detailed description of this outcome is provided in Appendix A ): or equivalently, for all , there exists a such that …”
Section: Mathematical Foundation For the Use Of The Aboi Methodsmentioning
confidence: 99%
“…Some numerical examples for the one-dimensional Poisson equation are given in Section 5. The proofs of these results are based on reproducing kernel Hilbert space (RKHS) techniques which are commonly used to analyse approximation properties of GPs (van der Vaart and van Zanten, 2011;Cialenco et al, 2012;Cockayne et al, 2017;Karvonen et al, 2020;Teckentrup, 2020;Wang et al, 2020;Wynne et al, 2021). Our central tool is Theorem 3.7, which describes the RKHS associated to the prior u GP under the assumptions that the RKHS for f GP is a Sobolev space and L is a second-order elliptic differential operator.…”
Section: Contributionsmentioning
confidence: 99%