A kriging procedure for processes indexed by graphs

T. Espinasse () and J.-M. Loubes
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T. Espinasse: Institut de Mathématiques de Toulouse
J.-M. Loubes: Institut de Mathématiques de Toulouse

Statistical Inference for Stochastic Processes, 2016, vol. 19, issue 2, No 2, 159-173

Abstract: 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.

Keywords: Gaussian process; Graphs; Kriging (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s11203-015-9128-7

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