Work

A Kriging procedure for processes indexed by graphs

Year: 2014

Type: preprint

Abstract: We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging. We provide the expression of the estimator of such a random field at unobserved locations as well as a control for the prediction error.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1406.6592

Authors: Espinasse, Thibault, Loubes, Jean-Michel

Institutions: Institut Camille Jordan, Institut de Mathématiques de Toulouse

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2949623712

Cites: 3

Cited by:

Related to: 20