Questions tagged [nugget]
The nugget tag has no usage guidance.
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Unbiased Estimator of Nugget Effect
Question: I am trying the measure the nugget effect, which is parameterized by $(1-\lambda)$ in the following variance-covariance used to describe the multivariate normal distribution of my n-...
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How do you express the variogram $\gamma(h)$ in terms of correlation taking into account also the nugget
let's say that I have a spatial random field $z(\textbf{x})$ with $\textbf{x}$ the spatial coordinate. I can define the semi-variogram as:
$\gamma(h)=\frac{1}{2}E[(z(\textbf{x+h})-z(\textbf{x}))^2]$
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Estimators for range and nugget parameters extremely correlated
When fitting a generalised least squares (GLS) model to a spatial dataset, I was surprised to find how correlated the estimators for the range and nugget are. I was assuming a covariance matrix $\...
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What is the difference between a non-zero nugget and a noise term in Kriging/GPR?
With some Gaussian Process Regression/Kriging models, it's possible to specify both a non-zero nugget, and a noise term. For example, in Scikit-learn's GPR model, there is an ...
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