Fast kriging

Type of content
Discussion / Working Papers
Publisher's DOI/URI
Thesis discipline
Degree name
Publisher
University of Canterbury
Journal Title
Journal ISSN
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Language
Date
2000
Authors
Beatson, Richard Keith
Mouat, Cameron Thomas
Abstract

This paper presents a fast technique for fitting a Kriging surface of the form s(·) = ∑j𝛼jΦ (·-xj)+ ∑ᵐj=1 ⋎jqj(·), where <Φ is a semi-variogram determined from the data. Finding the coefficients of s by conventional techniques requires 𝒪 (N³) operations, and 𝒪 (N²) storage. Numerical evidence suggests that for typical <Φ's the iterative method presented here requires 𝒪 (N log N) operations and 𝒪(N) storage.

Description
Citation
Keywords
universal Kriging, preconditioned iterative method, moment method
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Fields of Research::49 - Mathematical sciences::4903 - Numerical and computational mathematics::490302 - Numerical analysis
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All Rights Reserved