A kriging procedure for processes indexed by graphs

  title={A kriging procedure for processes indexed by graphs},
  author={Thibault Espinasse and Jean-Michel Loubes},
  journal={Statistical Inference for Stochastic Processes},
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. 



Parametric estimation for Gaussian fields indexed by graphs

In this paper, using spectral theory of Hilbertian operators, we study a special class of Gaussian processes indexed by graphs. We extend Whittle maximum likelihood estimation of the parameters for

Edge effects and efficient parameter estimation for stationary random fields

SUMMARY We consider the estimation of the parameters of a stationary random field on d-dimensional lattice by minimizing the classical Whittle approximation to the Gaussian log likelihood. If the

Adaptive estimation of stationary Gaussian fields

By considering collections of Gaussian Markov random fields (GMRF) as approximation sets for the distribution of X, this work introduces a novel model selection procedure for spatial fields that is adaptive to the rate of ap proximation of the true distribution by GMRFs with growing neighborhoods.

Markov Fields and Log-Linear Interaction Models for Contingency Tables

We use a close connection between the theory of Markov fields and that of log-linear interaction models for contingency tables to define and investigate a new class of models for such tables,

Estimation error for blind Gaussian time series prediction

This work constructs a projection operator built by plugging an empirical covariance estimator into a Schur complement decomposition of the projector and using this operator to compute the blind prediction of a Gaussian time series.

A statistical approach to some basic mine valuation problems on the Witwatersrand, by D.G. Krige, published in the Journal, December 1951 : introduction by the author

Certain fundamental concepts in the application of statistics to mine valuation on the Witwatersrand are discussed, and general conclusions are drawn regarding the application of the lognormal curve

Tests for Gaussian graphical models


Traffic jams are a fact of life for many car drivers. Every morning millions of drivers around the world sit motionless in their vehicles for long periods of time as they try to get to work, and then