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A Kriging procedure for processes indexed by graphs

We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging. We provide the expression of the estimator of such a random field at unobserved locations as well as a control for the prediction error.

preprint2014arXivOpen access
Thibault EspinasseJean-Michel Loubes
math.STStatistics Theory
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Thibault EspinasseJean-Michel Loubes

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