Sparse estimation in ordinary kriging for functional data

We introduce a sparse estimation in the ordinary kriging for functional data. The functional kriging predicts a feature given as a function at a location where the data are not observed by a linear combination of data observed at other locations. To estimate the weights of the linear combination, we...

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Bibliographic Details
Published inarXiv.org
Main Authors Matsui, Hidetoshi, Yamakawa, Yuya
Format Paper Journal Article
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 10.06.2024
Subjects
Algorithms
Data analysis
Regularization
Statistics - Methodology
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Summary:We introduce a sparse estimation in the ordinary kriging for functional data. The functional kriging predicts a feature given as a function at a location where the data are not observed by a linear combination of data observed at other locations. To estimate the weights of the linear combination, we apply the lasso-type regularization in minimizing the expected squared error. We derive an algorithm to derive the estimator using the augmented Lagrange method. Tuning parameters included in the estimation procedure are selected by cross-validation. Since the proposed method can shrink some of the weights of the linear combination toward zeros exactly, we can investigate which locations are necessary or unnecessary to predict the feature. Simulation and real data analysis show that the proposed method appropriately provides reasonable results.
ISSN:2331-8422
DOI:10.48550/arxiv.2306.15537