The screening effect in kriging

DOI10.1214/aos/1015362194zbMath1012.62102OpenAlexW2047648266MaRDI QIDQ1848939

Michael L. Stein

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015362194

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (17)

Parallel cross-validation: a scalable fitting method for Gaussian process models ⋮ Asymptotic properties of multivariate tapering for estimation and prediction ⋮ Solving and learning nonlinear PDEs with Gaussian processes ⋮ A deep look into the dagum family of isotropic covariance functions ⋮ Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy ⋮ Multi-Resolution Filters for Massive Spatio-Temporal Data ⋮ Tail estimation of the spectral density for a stationary Gaussian random field ⋮ Screening effect in isotropic Gaussian processes ⋮ Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Stein hypothesis and screening effect for covariances with compact support ⋮ 2010 Rietz lecture: When does the screening effect hold? ⋮ Maximin design on non hypercube domains and kernel interpolation ⋮ High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus ⋮ Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process ⋮ Localized/shrinkage Kriging predictors ⋮ Sparse Cholesky Factorization by Kullback--Leibler Minimization ⋮ Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering

Cites Work

• Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
• Interpolation of spatial data. Some theory for kriging
• Cardinal interpolation and spline functions
• The Shannon sampling theorem—Its various extensions and applications: A tutorial review
• Fractional Brownian Motions, Fractional Noises and Applications
• Some asymptotic properties of kriging when the covariance function is misspecified
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