Spatial sampling design for parameter estimation of the covariance function. (English) Zbl 1066.62092
Summary: We study the spatial optimal sampling design for covariance parameter estimation. The spatial process is modeled as a Gaussian random field and maximum likelihood (ML) is used to estimate the covariance parameters. We use the log determinant of the inverse Fisher information matrix as the design criterion and run simulations to investigate the relationship between the inverse Fisher information matrix and the covariance matrix of the ML estimates. A simulated annealing algorithm is developed to search for an optimal design among all possible designs on a fine grid. Since the design criterion depends on the unknown parameters, we define relative efficiency of a design and consider minimax and Bayesian criteria to find designs that are robust for a range of parameter values. Simulation results are presented for the Matérn class of covariance functions.
MSC:
| 62M30 | Inference from spatial processes |
| 65C60 | Computational problems in statistics (MSC2010) |
| 62K05 | Optimal statistical designs |
| 62M40 | Random fields; image analysis |
| 86A32 | Geostatistics |
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