DIRECT CARDINAL INTERPOLATION

被引:0
|
作者
Falknor, Mark R. [1 ]
Guild, Eric M. [1 ]
Hillier, Adam C. [1 ]
Like, Eric C. [1 ]
Gustafson, Steven C. [1 ]
机构
[1] US Air Force, Inst Technol, AFIT ENG, Wright Patterson AFB, OH 45433 USA
关键词
Interpolation; statistical efficiency; Gaussian process;
D O I
10.1285/i20705948v3n2p126
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Direct cardinal interpolation constructs a mean function that intersects given (x, y) points and a variance function that is zero at the points. These functions realize desirable extrapolation and efficiency properties for predicting y given x. It is found that direct cardinal interpolation is be more efficient than a classic form of Gaussian process interpolation in that its variance is typically much less over the point domain. It is also found that direct cardinal interpolation is less efficient near the end points (points not surrounded by other points); this desirable property is not realized by Gaussian process interpolation. These findings are a consequence of the direct construction of the mean and variance functions so that they achieve desirable properties.
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页码:126 / 133
页数:8
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