An Embedded Model Estimator for Non-Stationary Random Functions using Multiple Secondary Variables. (arXiv:2011.04116v4 [stat.ME] UPDATED)

An algorithm for non-stationary spatial modelling using multiple secondary
variables is developed. It combines Geostatistics with Quantile Random Forests
to give a new interpolation and stochastic simulation algorithm. This paper
introduces the method and shows that it has consistency results that are
similar in nature to those applying to geostatistical modelling and to Quantile
Random Forests. The method allows for embedding of simpler interpolation
techniques, such as Kriging, to further condition the model. The algorithm
works by estimating a conditional …

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