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Communication Dans Un Congrès Année : 2016

Optimal Design for Prediction in Random Field Models via Covariance Kernel Expansions

Résumé

We consider experimental design for the prediction of a realization of a second-order random field Z with known covariance function, or kernel, K. When the mean of Z is known, the integrated mean squared error of the best linear pre-dictor, approximated by spectral truncation, coincides with that obtained with a Bayesian linear model. The machinery of approximate design theory is then available to determine optimal design measures, from which exact designs (collections of sites where to observe Z) can be extracted. The situation is more complex in the presence of an unknown linear parametric trend, and we show how a Bayesian linear model especially adapted to the trend can be obtained via a suitable projection of Z which yields a reduction of K.
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Dates et versions

hal-01280355 , version 1 (29-02-2016)

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  • HAL Id : hal-01280355 , version 1

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Bertrand Gauthier, Luc Pronzato. Optimal Design for Prediction in Random Field Models via Covariance Kernel Expansions. MODA 11, J. Kunert, Ch.H. Müller, Jun 2016, Hamminkeln-Dingden, Germany. ⟨hal-01280355⟩
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