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Kriging and Gaussian Process Regression are statistical methods that allow predicting the outcome of a random process or a random field by using a sample of correlated observations. In other words, the random process or random field is…

Methodology · Statistics 2025-10-14 Marius Marinescu

The aim of the paper is to derive the numerical least-squares estimator for mean and variance of random variable. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure?…

Numerical Analysis · Mathematics 2025-10-20 Tomasz Suslo

Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational burden when the data set is large. This article focuses on a…

Statistics Theory · Mathematics 2021-03-01 François Bachoc , Nicolas Durrande , Didier Rullière , Clément Chevalier

The convergence of a new general variable metric algorithm based on compositions of averaged operators is established. Applications to monotone operator splitting are presented.

Optimization and Control · Mathematics 2018-07-12 Lilian E. Glaudin

A computational/analytics framework for assessing the value of drill-hole information in ore grade estimation is described using Gaussian Process and statistics. A distinguishing feature is that it presents both a near-term and long-term…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Raymond Leung , Arman Melkumyan

Many geosciences data are imprecise due to various limitations and uncertainties in the measuring process. One way to preserve this imprecision in a geostatistical mapping framework is to characterize the measurements as intervals rather…

Methodology · Statistics 2019-11-22 Brennan Bean , Yan Sun , Marc Maguire

The canonical technique for nonlinear modeling of spatial/point-referenced data is known as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling and statistical learning. This article reviews many…

Applications · Statistics 2022-12-16 Ryan B. Christianson , Ryan M. Pollyea , Robert B. Gramacy

Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey

Kriging is the predominant method used for spatial prediction, but relies on the assumption that predictions are linear combinations of the observations. Kriging often also relies on additional assumptions such as normality and…

Machine Learning · Statistics 2019-03-29 Haoyu Wang , Yawen Guan , Brian J Reich

Statistical learning theory provides the foundation to applied machine learning, and its various successful applications in computer vision, natural language processing and other scientific domains. The theory, however, does not take into…

Machine Learning · Statistics 2021-02-18 Júlio Hoffimann , Maciel Zortea , Breno de Carvalho , Bianca Zadrozny

We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effective dynamic via conditional expectations. The projection…

Probability · Mathematics 2025-06-19 Manh Hong Duong , Carsten Hartmann , Michela Ottobre

Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…

Optimization and Control · Mathematics 2014-07-09 Eric Dow , Qiqi Wang

Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein's method has led to…

Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…

Statistics Theory · Mathematics 2019-03-20 Wenjia Wang , Rui Tuo , C. F. Jeff Wu

For geospatial modelling and mapping tasks, variants of kriging - the spatial interpolation technique developed by South African mining engineer Danie Krige - have long been regarded as the established geostatistical methods. However,…

Machine Learning · Statistics 2020-09-10 Charlie Kirkwood , Theo Economou , Nicolas Pugeault

In this article, we propose the definition of specific mutation operators for testing Geographic Information Systems. We describe the process for applying the operators and generating mutants, and present a case study where these mutation…

Software Engineering · Computer Science 2020-03-03 Suilen H. Alvarado

We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of…

Machine Learning · Statistics 2019-09-10 Qiang Liu , Dilin Wang

In distributional or average-case analysis, the goal is to design an algorithm with good-on-average performance with respect to a specific probability distribution. Distributional analysis can be useful for the study of general-purpose…

Data Structures and Algorithms · Computer Science 2020-07-28 Tim Roughgarden

In this paper, we report the advantages of using a stochastic algorithm in the context of mineral exploration based on gravity measurements. This approach has the advantage over deterministic methods in that it allows one to find the…

Numerical Analysis · Mathematics 2017-09-25 Fabrizio Donzelli , Alexander Bihlo , Mauricio Kischinhevsky , Colin G. Farquharson

This paper tries to present a more unified view of clustering, by identifying the relationships between five different clustering algorithms. Some of the results are not new, but they are presented in a cleaner, simpler and more concise…

Machine Learning · Computer Science 2020-06-11 Bernardo A. Gonzalez-Torres
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