Spatial adaption for predicting random functions

• 成果类型: Article
• 署名作者: Müller-Gronbach, T; Ritter, K
• 署名单位: Free University of Berlin; University of Passau
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 2264-2288
• 关键词: stochastic-process; sampling designs; gaussian-processes

摘要

We study integration and reconstruction of Gaussian random functions with inhomogeneous local smoothness. A single realization may only be observed at a finite sampling design and the correct local smoothness is unknown. We construct adaptive two-stage designs that lead to asymptotically optimal methods. We show that every nonadaptive design is less efficient.