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Spatial Process Estimates - IMAGe

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Robust Kriging<br />

ρ(u) a robust function that grows slower than u 2<br />

The robust minimization criteria:<br />

min<br />

d,c<br />

n∑<br />

i=1<br />

ρ(y − (T d + Kc) i ) + λc T Kc<br />

An example of ρ and its derviative<br />

0 5 10 15<br />

−5 0 5<br />

−4 −2 0 2 4<br />

−4 −2 0 2 4<br />

14

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