“A two-tier Kriging interpolation approach is proposed to model jump tables for resistive switches. Originally developed for mining and geostatistics, its locality of the calculation makes this ...

Geostatistics originate from the work of French mathematician G. Matheron and South African mining engineer D.G. Krige, who worked on developing an optimal interpolation procedure based on ...

We investigate two new strategies for the numerical solution of optimal stopping problems in the regression Monte Carlo (RMC) framework proposed by Longstaff and Schwartz in 2001. First, we propose ...

With inverse distance weighting and simple kriging, we assumed that the underlying spatial trend was essentially constant, or at least wasn’t determined by external information. This is generally a ...