[SciPy-User] kriging module

Gael Varoquaux gael.varoquaux@normalesup....
Sun Nov 21 02:43:35 CST 2010


On Sat, Nov 20, 2010 at 05:35:53PM -0600, Robert Kern wrote:
> Well, the posterior is always Gaussian, so point estimates with 1-SD
> error bands characterize the posterior perfectly well! pymc.gp does
> point estimates, too. See the Mean.observe() method. It used to live
> as a separate package by another author before they decided to merge
> it into PyMC.

OK. I new so much of the sampling work in PyMC that I didn't look well
enough at the code.

> But yes, kriging is a specialization of GP regression by another name.
> The main distint features of kriging are that the covariance functions
> usually take a particular form (a nonzero variance called the "nugget"
> infinitesimally off of 0 and increasing smoothly to a limiting value
> called the "sill" far from 0), and the covariance function is often
> estimated from the data. Oh, and no one outside of geostatistics uses
> the word "kriging". ;-)

Thanks for your precisions,

G


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