Cross validation of kriging in a unique neighborhood

  • Olivier Dubrule


Cross validation is an appropriate tool for testing interpolation methods: it consists of leaving out one data point at a time, and determining how well this point can be estimated from the other data. Cross validation is often used for testing “moving neighborhood” kriging models; in this case, each unknown value is predicted from a small number of surrounding data. In “unique neighborhood” kriging algorithms, each estimation uses all the available data; as a result, cross validation would spend much computer time. For instance, with ndata points it would cost at least the resolution of nsystems of n × nlinear equations (each with a different matrix).Here, we present a much faster method for cross validation in a unique neighborhood. Instead of solving nsystems n × n,it only requires the inversion of one n × nmatrix. We also generalized this method to leaving out several points instead of one.

Key words

cross validation kriging moving neighborhood unique neighborhood 


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Copyright information

© Plenum Publishing Corporation 1983

Authors and Affiliations

  • Olivier Dubrule
    • 1
  1. 1.Fluor Mining & Metals, Inc.Redwood CityUSA

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