Questions tagged [nugget]

With some Gaussian Process Regression/Kriging models, it's possible to specify both a non-zero nugget, and a noise term. For example, in Scikit-learn's GPR model, there is an alpha parameter, which I think represents the nugget, and a WhiteKernel…

When fitting a generalised least squares (GLS) model to a spatial dataset, I was surprised to find how correlated the estimators for the range and nugget are. I was assuming a covariance matrix $\boldsymbol\Sigma$ with elements $\Sigma_{ij} =…