AUTHOR=Spöck Gunter , Pilz Juergen TITLE=Incorporating covariance estimation uncertainty in spatial sampling design for prediction with trans-Gaussian random fields JOURNAL=Frontiers in Environmental Science VOLUME=3 YEAR=2015 URL=https://www.frontiersin.org/journals/environmental-science/articles/10.3389/fenvs.2015.00039 DOI=10.3389/fenvs.2015.00039 ISSN=2296-665X ABSTRACT=

Recently, Spöck and Pilz (2010), demonstrated that the spatial sampling design problem for the Bayesian linear kriging predictor can be transformed to an equivalent experimental design problem for a linear regression model with stochastic regression coefficients and uncorrelated errors. The stochastic regression coefficients derive from the polar spectral approximation of the residual process. Thus, standard optimal convex experimental design theory can be used to calculate optimal spatial sampling designs. The design functionals considered in Spöck and Pilz (2010) did not take into account the fact that kriging is actually a plug-in predictor which uses the estimated covariance function. The resulting optimal designs were close to space-filling configurations, because the design criterion did not consider the uncertainty of the covariance function. In this paper we also assume that the covariance function is estimated, e.g., by restricted maximum likelihood (REML). We then develop a design criterion that fully takes account of the covariance uncertainty. The resulting designs are less regular and space-filling compared to those ignoring covariance uncertainty. The new designs, however, also require some closely spaced samples in order to improve the estimate of the covariance function. We also relax the assumption of Gaussian observations and assume that the data is transformed to Gaussianity by means of the Box-Cox transformation. The resulting prediction method is known as trans-Gaussian kriging. We apply the (Smith and Zhu, 2004) approach to this kriging method and show that resulting optimal designs also depend on the available data. We illustrate our results with a data set of monthly rainfall measurements from Upper Austria.