Physics – Data Analysis – Statistics and Probability
Scientific paper
2005-10-05
Physica A: Statistical Mechanics and its Applications, 365(1-2), 211-216 (2006)
Physics
Data Analysis, Statistics and Probability
10 pages, to appear in Physica A v4: Some typos corrected and grammatical changes
Scientific paper
10.1016/j.physa.2006.01.037
The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where observations are not available. The LLEE approximates the spatial dependence of the data and the unknown values at the estimation points by low-lying excitations of a suitable energy functional. It is shown that the LLEE is a linear, unbiased, non-exact estimator. In addition, an expression for the uncertainty (standard deviation) of the estimate is derived.
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