Covariance matrix/kriging interpolation - MathOverflow most recent 30 from http://mathoverflow.net 2013-06-19T13:23:06Z http://mathoverflow.net/feeds/question/89961 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/89961/covariance-matrix-kriging-interpolation Covariance matrix/kriging interpolation Patrick 2012-03-01T13:49:17Z 2012-03-01T13:49:17Z <p>I have a covariance matrix that I am trying to interpolate using kriging interpolation. The point of the kriging is to statistically predict any unknown point in-between know points. For example if I know the temperature at 9 locations that create a 3x3 square I can estimate the temp of any point inside the 3x3 square. </p> <p>Each of the matrix values is a covariance value of the corresponding value on the 3x3 grid and the location that you want to find. I have been looking for a way to calculate covariance and can't seem to find any. The only information I was able to pull from the internet is that when using kriging, the geometry of the the data points are important in estimating the value you want because you need to know the influence of the point on your current location.</p>