A local L-order neighborhood approximation reduces Kriging prediction complexity from O(N n^3) to O(N log N + nM + M^3) for stationary Gaussian processes on regular grids while keeping pointwise errors around 10^{-5}.
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Rapid Approximation Prediction for Kriging
A local L-order neighborhood approximation reduces Kriging prediction complexity from O(N n^3) to O(N log N + nM + M^3) for stationary Gaussian processes on regular grids while keeping pointwise errors around 10^{-5}.