Conditional bias-penalized kriging (CBPK) |
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Authors: | Dong-Jun Seo |
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Institution: | 1. Department of Civil Engineering, The University of Texas at Arlington, Box 19308, 416 Yates St. Suite 425, Arlington, TX, 76019, USA
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Abstract: | Simple and ordinary kriging, or SK and OK, respectively, represent the best linear unbiased estimator in the unconditional sense in that they minimize the unconditional (on the unknown truth) error variance and are unbiased in the unconditional mean. However, because the above properties hold only in the unconditional sense, kriging estimates are generally subject to conditional biases that, depending on the application, may be unacceptably large. For example, when used for precipitation estimation using rain gauge data, kriging tends to significantly underestimate large precipitation and, albeit less consequentially, overestimate small precipitation. In this work, we describe an extremely simple extension to SK or OK, referred to herein as conditional bias-penalized kriging (CBPK), which minimizes conditional bias in addition to unconditional error variance. For comparative evaluation of CBPK, we carried out numerical experiments in which normal and lognormal random fields of varying spatial correlation scale and rain gauge network density are synthetically generated, and the kriging estimates are cross-validated. For generalization and potential application in other optimal estimation techniques, we also derive CBPK in the framework of classical optimal linear estimation theory. |
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