An Embedded Model Estimator for Non-Stationary Random Functions Using Multiple Secondary Variables

Abstract

An algorithm for non-stationary spatial modelling using multiple secondary variables is developed herein, which combines geostatistics with quantile random forests to provide a new interpolation and stochastic simulation. This paper introduces the method and shows that its results are consistent and 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 distribution for the target variable at each target location. The family of such distributions is called the envelope of the target variable. From this, it is possible to obtain spatial estimates, quantiles and uncertainty. An algorithm is also developed to produce conditional simulations from the envelope. As they sample from the envelope, realizations are therefore locally influenced by relative changes of importance of secondary variables, trends and variability.