When Doesn't Cokriging Outperform Kriging?

TL;DR

This paper investigates the conditions under which cokriging outperforms kriging, providing theoretical insights and explicit models to clarify when cokriging offers tangible benefits over kriging.

Contribution

It offers the first theoretical comparisons between cokriging and kriging through explicit models and sampling schemes, addressing a gap in existing research.

Findings

Cokriging does not always outperform kriging in practice.

Explicit models help identify when cokriging provides advantages.

Theoretical results clarify conditions for cokriging's effectiveness.

Abstract

Although cokriging in theory should yield smaller or equal prediction variance than kriging, this outperformance sometimes is hard to see in practice. This should motivate theoretical studies on cokriging. In general, there is a lack of theoretical results for cokriging. In this work, we provide some theoretical results to compare cokriging with kriging by examining some explicit models and specific sampling schemes. [arXiv:1507.08017]