<p>We introduce a sparse estimation in ordinary and universal kriging for functional data. The kriging for functional data 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 the minimization problem of the integrated expected squared error of the function. We derive an algorithm to derive an estimator using an augmented Lagrange method. In addition, 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 to exactly zero, we can investigate which locations are necessary or unnecessary to predict the feature. Simulation and real data analysis show that the proposed method can predict a function at an unobserved location using the data observed from nearby locations.</p>

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Sparse estimation in kriging for functional data

  • Hidetoshi Matsui,
  • Kohei Yamamoto,
  • Yuya Yamakawa

摘要

We introduce a sparse estimation in ordinary and universal kriging for functional data. The kriging for functional data 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 the minimization problem of the integrated expected squared error of the function. We derive an algorithm to derive an estimator using an augmented Lagrange method. In addition, 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 to exactly zero, we can investigate which locations are necessary or unnecessary to predict the feature. Simulation and real data analysis show that the proposed method can predict a function at an unobserved location using the data observed from nearby locations.