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Optimal linear prediction (also known as kriging) of a random field ${Z(x)}_{xinmathcal{X}}$ indexed by a compact metric space $(mathcal{X},d_{mathcal{X}})$ can be obtained if the mean value function $mcolonmathcal{X}tomathbb{R}$ and the covariance function $varrhocolonmathcal{X}timesmathcal{X}tomathbb{R}$ of $Z$ are known. We consider the problem of predicting the value of $Z(x^*)$ at some location $x^*inmathcal{X}$ based on observations at locations ${x_j}_{j=1}^n$ which accumulate at $x^*$ as $ntoinfty$ (or, more generally, predicting $varphi(Z)$ based on ${varphi_j(Z)}_{j=1}^n$ for linear functionals $varphi, varphi_1, ldots, varphi_n$). Our main result characterizes the asymptotic performance of linear predictors (as $n$ increases) based on an incorrect second order structure $(tilde{m},tilde{varrho})$, without any restrictive assumptions on $varrho, tilde{varrho}$ such as stationarity. We, for the first time, provide necessary and sufficient conditions on $(tilde{m},tilde{varrho})$ for asymptotic optimality of the corresponding linear predictor holding uniformly with respect to $varphi$. These general results are illustrated by weakly stationary random fields on $mathcal{X}subsetmathbb{R}^d$ with Matern or periodic covariance functions, and on the sphere $mathcal{X}=mathbb{S}^2$ for the case of two isotropic covariance functions.
Unmeasured confounding is a threat to causal inference and individualized decision making. Similar to Cui and Tchetgen Tchetgen (2020); Qiu et al. (2020); Han (2020a), we consider the problem of identification of optimal individualized treatment regi
We consider Gaussian measures $mu, tilde{mu}$ on a separable Hilbert space, with fractional-order covariance operators $A^{-2beta}$ resp. $tilde{A}^{-2tilde{beta}}$, and derive necessary and sufficient conditions on $A, tilde{A}$ and $beta, tilde{bet
In this contribution we are interested in proving that a given observation-driven model is identifiable. In the case of a GARCH(p, q) model, a simple sufficient condition has been established in [1] for showing the consistency of the quasi-maximum li
Multidimensional scaling (MDS) is a popular technique for mapping a finite metric space into a low-dimensional Euclidean space in a way that best preserves pairwise distances. We overview the theory of classical MDS, along with its optimality propert
Inference on vertex-aligned graphs is of wide theoretical and practical importance.There are, however, few flexible and tractable statistical models for correlated graphs, and even fewer comprehensive approaches to parametric inference on data arisin