Kriging and Radial Basis Functions

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SIAM OP05 Kriging and RBFs 11Data: First 25 points from Gaussian example.Use thin plate spline. θ ∗ = (1,θ ∗ 2) T10 10 Γ10 510 010 −5MSE10 −1 10 0 10 1θ ∗ = (1, 2) T (as expected)SIAM OP05 Kriging and RBFs 12MSE:under progress.Assume φ(0) ∈{0,1}.Ω 2 (x) = (−1) µ σ 2 { φ(0) + γ(x) T [ Φγ(x) − 2φ(θ,x) ]} (?)0.2Ω(x)0.2|s(x) − Y(x)|00−0.2−0.2−0.4−0.4−0.6−0.6−0.8−0.8−1−1−1.2−1.2−1.40.5 1 1.5 2−1.40.5 1 1.5 2
SIAM OP05 Kriging and RBFs 13• Plans for future work• Verifying (improving ?) the expression for Ω 2 (x)• Large scale: can explicit computation of N be avoided ?• Update the Matlab DACE package 2 to allow for general RBFs2See http://www2.imm.dtu.dk/∼hbn/dace/
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