The Annals of Statistics
- Ann. Statist.
- Volume 15, Number 1 (1987), 1-19.
Prediction and Design
In various settings, the observation of a stochastic process at a finite number of locations leads to natural prediction and design questions. General problems of this type are introduced and then related to specific areas of application. A class of processes called G-MAPs is studied with reference to their predictive and other behavior. These processes include many familiar ones and, through being tied to Markov processes, allow a fresh view of prediction. Among other things, G-MAPs stand as reasonably workable possibilities for Bayesian priors in some complex contexts.
Ann. Statist., Volume 15, Number 1 (1987), 1-19.
First available in Project Euclid: 12 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62M20: Prediction [See also 60G25]; filtering [See also 60G35, 93E10, 93E11]
Secondary: 62K05: Optimal designs 60G15: Gaussian processes
Ylvisaker, Donald. Prediction and Design. Ann. Statist. 15 (1987), no. 1, 1--19. doi:10.1214/aos/1176350247. https://projecteuclid.org/euclid.aos/1176350247