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Smoothing and interpolation by kriging and with splines

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Abstract

Let scalar measurements at distinct points x1, ⋯, xn be y1, ⋯, yn.We may look for a smooth function f(x)that goes through or near the points (xi, yi).Kriging assumes f(x)is a random function with known (possibly estimable) covariance function (in the simplest case). Splines assume a definition of the smoothness of a nonrandom function f(x).An elementary explanation is given of the fact that spline approximations are special cases of the solution of a kriging problem.

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Authors and Affiliations

  1. Department of Statistics, Princeton University, 08540, Princeton, NJ, USA

    G. S. Watson

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  1. G. S. Watson
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Watson, G.S. Smoothing and interpolation by kriging and with splines. Mathematical Geology 16, 601–615 (1984). https://doi.org/10.1007/BF01029320

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  • DOI: https://doi.org/10.1007/BF01029320

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