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Golubev Y., Krymova E.
Problems of Information Transmission. 2013. V. 49(2). P. 127-148.
We consider interpolation problems for smooth stationary Gaussian processes and functions from Sobolev classes. These problems are shown to be closely related. Much attention is paid to spline-based interpolation methods. In particular, we prove that splines are limiting optimal interpolations of stationary Gaussian processes with special spectral densities. Based on this analogy, we propose a simple method for controlling accuracy of spline interpolation.
location_on 31100, Toulouse, Avenue du Général de Croutte 42
phone +33 (0) 5 82-95-59-68
mail_outline info@datadvance.net