Efficient Kriging via Fast Matrix-Vector Products

TitleEfficient Kriging via Fast Matrix-Vector Products
Publication TypeConference Papers
Year of Publication2008
AuthorsMemarsadeghi N, Raykar VC, Duraiswami R, Mount D
Conference NameAerospace Conference, 2008 IEEE
Date Published2008/03//
Keywordscokriging technique, fast matrix-vector products, fast multipole methods, geophysical techniques, image fusion, Interpolation, iterative methods, nearest neighbor searching, optimal scattered data estimator, Remote sensing, remotely sensed data, scattered data points, sensor fusion, time efficiency

Interpolating scattered data points is a problem of wide ranging interest. Ordinary kriging is an optimal scattered data estimator, widely used in geosciences and remote sensing. A generalized version of this technique, called cokriging, can be used for image fusion of remotely sensed data. However, it is computationally very expensive for large data sets. We demonstrate the time efficiency and accuracy of approximating ordinary kriging through the use of fast matrix-vector products combined with iterative methods. We used methods based on the fast Multipole methods and nearest neighbor searching techniques for implementations of the fast matrix-vector products.