Abstract
Interpolating scattered data points is a problem of wide ranging interest. One of the most popular interpolation methods in geostatistics is ordinary kriging. The price for its statistical optimality is that the estimator is computationally very expensive. We demonstrate the space and time efficiency and accuracy of approximating ordinary kriging through the use of covariance tapering combined with iterative methods.
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Memarsadeghi, N., Mount, D.M. (2007). Efficient Implementation of an Optimal Interpolator for Large Spatial Data Sets. In: Shi, Y., van Albada, G.D., Dongarra, J., Sloot, P.M.A. (eds) Computational Science – ICCS 2007. ICCS 2007. Lecture Notes in Computer Science, vol 4488. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-72586-2_74
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DOI: https://doi.org/10.1007/978-3-540-72586-2_74
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