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December 1998 Spatial adaption for predicting random functions
Thomas Müller-Gronbach, Klaus Ritter
Ann. Statist. 26(6): 2264-2288 (December 1998). DOI: 10.1214/aos/1024691470

Abstract

We study integration and reconstruction of Gaussian random functions with inhomogeneous local smoothness. A single realization may only be observed at a finite sampling design and the correct local smoothness is unknown. We construct adaptive two-stage designs that lead to asymptotically optimal methods. We show that every nonadaptive design is less efficient.

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Thomas Müller-Gronbach. Klaus Ritter. "Spatial adaption for predicting random functions." Ann. Statist. 26 (6) 2264 - 2288, December 1998. https://doi.org/10.1214/aos/1024691470

Information

Published: December 1998
First available in Project Euclid: 21 June 2002

zbMATH: 0927.62098
MathSciNet: MR1700231
Digital Object Identifier: 10.1214/aos/1024691470

Subjects:
Primary: 62L03, 62M20
Secondary: 60G15, 60G25

Rights: Copyright © 1998 Institute of Mathematical Statistics

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Vol.26 • No. 6 • December 1998
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