A Kriging procedure for processes indexed by graphs

Thibault Espinasse (1) , Jean-Michel Loubes (2)

1 PSPM - Probabilités, statistique, physique mathématique
2 IMT - Institut de Mathématiques de Toulouse UMR5219

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.

Mots clés: Gaussian process; graphs; kriging

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Thibault Espinasse, Jean-Michel Loubes. A Kriging procedure for processes indexed by graphs. Statistical Inference for Stochastic Processes, 2016, 19 (2), pp.159-173. ⟨10.1007/s11203-015-9128-7⟩. ⟨hal-01014022⟩