克里金
变异函数
计算机科学
地质统计学
数据挖掘
高斯过程
全球定位系统
推论
审查(临床试验)
高斯分布
机器学习
人工智能
统计
数学
空间变异性
物理
电信
量子力学
作者
Ryan B. Christianson,Ryan M. Pollyea,Robert B. Gramacy
标识
DOI:10.48550/arxiv.2207.10138
摘要
The canonical technique for nonlinear modeling of spatial/point-referenced data is known as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling and statistical learning. This article reviews many similarities shared between kriging and GPs, but also highlights some important differences. One is that GPs impose a process that can be used to automate kernel/variogram inference, thus removing the human from the loop. The GP framework also suggests a probabilistically valid means of scaling to handle a large corpus of training data, i.e., an alternative to so-called ordinary kriging. Finally, recent GP implementations are tailored to make the most of modern computing architectures such as multi-core workstations and multi-node supercomputers. We argue that such distinctions are important even in classically geostatistical settings. To back that up, we present out-of-sample validation exercises using two, real, large-scale borehole data sets involved in the mining of gold and other minerals. We pit classic kriging against the modern GPs in several variations and conclude that the latter can more economical (fewer human and compute resources), more accurate and offer better uncertainty quantification. We go on to show how the fully generative modeling apparatus provided by GPs can gracefully accommodate left-censoring of small measurements, as commonly occurs in mining data and other borehole assays.
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