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IRSN, Institut de radioprotection et de sûreté nucléaire

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Enhancing Nuclear Safety


Research

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Kriging and Invariances


Congress title :ENBIS8 - European Network for Business and Industrial Statistics
Congress location :Athènes
Congress date :21/09/2008

Document type > *Congrès/colloque

Keywords > covariance kernel, invariant

Research Unit > IRSN/DSU/SEC/LERD

Authors > GINSBOURGER David, RICHET Yann, ROUSTANT Olivier

Publication Date > 25/09/2008

Summary

Learning a deterministic function using a gaussian process (Kriging) relies on the selection of a covariance kernel. When some prior information is available concerning symmetries of the function to be approximated, it is clearly unreasonable not to use it in the choice of the kernel or covariance function. We propose a characterization of the kernels which associated gaussian processes have their paths invariant under the action of a finite group of transformations. We then give an example of such symmetrical processes, built on the basis of stationary gaussian processes, and having interesting regularity properties. The applicability of the latter methodology is finally demonstrated with the help of toy examples and of an industrial test-case.
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