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references > kriging

What is Ordinary Kriging (OK)?

Ordinary Kriging (OK) is a geostatistical method, often used in mining for block modelling; i.e. local estimation by interpolation. It is a linear method and is thus based on a linear weighted average.

The basic principles of OK (as used for block modelling) are:
  • A search is made around the block to be estimated. Samples located within the search 'neighbourhood' are utilised for estimation of the block in question, whereas samples outside this neighbourhood are not used.

  • The samples within the search are assigned weights that reflect the spatial variability of grade (as characterised by the relevant variogram model).

    Kriging search paper  pdf (275 Kb)

  • A weighted average is calculated to produce the block estimate.

The advantages of OK over other, non-geostatistical interpolations (for example inverse distance weighting) are:
  • OK weights are based on the data themselves (via the variogram model) rather than being arbitrary (as is the case for inverse distance).

  • Because of this, OK estimates correctly account for nugget variance and short-range structures.

  • OK weights reflect better the anisotropy of spatial grade distribution, compared to non-geostatistical interpolators.

  • OK estimates reflect the support of the estimated block and the informing data.

  • A major, well-known advantage of OK is that the optimal interpolation weights assigned to data are calculated in such a way that they minimise the variance of the estimation error.

At its simplest, kriging is just a weighted average, where the weights are chosen in this 'best' possible way.

As for IDW, in a kriging we allocate weights to the samples found within a defined search neighbourhood in order to obtain a linear estimate. These are the kriging weights.

What makes kriging different to other linear weighted averages is that it is firmly based upon a probabilistic model.

In particular, kriging employs the variogram model as the weighting function. Because of this, kriging weights are assigned in a way that reflects the spatial correlation of the grades themselves. This represents a real step forward from using arbitrary weighting functions that bear little relation to the nature of grade distribution (like IDW).

References on basic geostatistics

Armstrong, M., (Ed.), 1998. Basic linear geostatistics. Springer-Verlag (Berlin), 256pp.

David, M., 1977. Geostatistical ore reserve estimation. Developments in Geomathematics 2. Elsevier (Amsterdam), 364pp.

Isaaks, E.H., and Srivastava, R.M., 1989. An introduction to applied geostatistics. Oxford University Press (New York) 561pp.

Journel, A.G., 1989. Fundamentals of geostatistics in five lessons. Short Course in Geology: Volume 8. American Geophysical Union (Washington), 40pp.

Journel, A.G., and Huijbregts, Ch.J., 1978. Mining geostatistics. Academic Press (London), 600pp.

Wackernagel, H., 1995. Multivariate geostatistics. Springer-Verlag (Berlin), 256pp.
 
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