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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

In spatial statistics, a common objective is to predict values of a spatial process at unobserved locations by exploiting spatial dependence. Kriging provides the best linear unbiased predictor using covariance functions and is often…

Machine Learning · Statistics 2022-05-25 Wanfang Chen , Yuxiao Li , Brian J Reich , Ying Sun

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

Kriging or Gaussian Process Regression is applied in many fields as a non-linear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is…

Machine Learning · Computer Science 2017-02-07 Bas van Stein , Hao Wang , Wojtek Kowalczyk , Michael Emmerich , Thomas Bäck

There are various methods to analyze different kinds of data sets. Spatial data is defined when data is dependent on each other based on their respective locations. Spline and Kriging are two methods for interpolating and predicting spatial…

Applications · Statistics 2009-08-21 Roshanak Alimohammadi

It involves the completely novel ways of integrating ML algorithms with traditional statistical modelling that has changed the way we analyze data, do predictive analytics or make decisions in the fields of the data. In this paper, we study…

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

Kriging is a fundamental tool for spatial prediction, but its computational complexity of $O(N^3)$ becomes prohibitive for large datasets. While local kriging using $K$-nearest neighbors addresses this issue, the selection of $K$ typically…

Methodology · Statistics 2026-02-04 Francisco Cuevas-Pacheco , Jonathan Acosta

The hedonic approach based on a regression model has been widely adopted for the prediction of real estate property price and rent. In particular, a spatial regression technique called Kriging, a method of interpolation that was advanced in…

Applications · Statistics 2019-06-27 Hajime Seya , Daiki Shiroi

Neural network-based machine learning is capable of approximating functions in very high dimension with unprecedented efficiency and accuracy. This has opened up many exciting new possibilities, not just in traditional areas of artificial…

Numerical Analysis · Mathematics 2020-12-30 Weinan E

In this article, we review and compare a number of methods of spatial prediction. To demonstrate the breadth of available choices, we consider both traditional and more-recently-introduced spatial predictors. Specifically, in our exposition…

Methodology · Statistics 2014-10-29 Jonathan R. Bradley , Noel Cressie , Tao Shi

In the Big Data era, with the ubiquity of geolocation sensors in particular, massive datasets exhibiting a possibly complex spatial dependence structure are becoming increasingly available. In this context, the standard probabilistic theory…

Machine Learning · Statistics 2024-02-05 Emilia Siviero , Emilie Chautru , Stephan Clémençon

Machine learning-based reliability analysis methods have shown great advancements for their computational efficiency and accuracy. Recently, many efficient learning strategies have been proposed to enhance the computational performance.…

Machine Learning · Statistics 2024-04-23 Lisang Zhou , Ziqian Luo , Xueting Pan

In spatial statistics, a common method for prediction over a Gaussian random field (GRF) is maximum likelihood estimation combined with kriging. For massive data sets, kriging is computationally intensive, both in terms of CPU time and…

Methodology · Statistics 2018-09-28 Karl T. Pazdernik , Ranjan Maitra , Douglas Nychka , Stephen Sain

Artificial Intelligence (AI) has recently shown its capabilities for almost every field of life. Machine Learning, which is a subset of AI, is a `HOT' topic for researchers. Machine Learning outperforms other classical forecasting…

Machine Learning · Computer Science 2021-12-07 Gang He , Khwaja Mutahir Ahmad , Wenxin Yu , Xiaochuan Xu , Jay Kumar

This work falls within the context of predicting the value of a real function at some input locations given a limited number of observations of this function. The Kriging interpolation technique (or Gaussian process regression) is often…

Machine Learning · Statistics 2017-07-26 Didier Rullière , Nicolas Durrande , François Bachoc , Clément Chevalier

Deep neural network models have become ubiquitous in recent years, and have been applied to nearly all areas of science, engineering, and industry. These models are particularly useful for data that have strong dependencies in space (e.g.,…

Machine Learning · Statistics 2022-06-07 Christopher K. Wikle , Andrew Zammit-Mangion

Kriging is an established methodology for predicting spatial data in geostatistics. Current kriging techniques can handle linear dependencies on spatially referenced covariates. Although splines have shown promise in capturing nonlinear…

Methodology · Statistics 2025-09-16 Bryan Sumalinab , Oswaldo Gressani , Niel Hens , Christel Faes

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

This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…

Methodology · Statistics 2026-03-24 Gaia Caringi , Piercesare Secchi
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