# Model-Based and Model-Free point prediction algorithms for locally stationary random fields

arXiv: https://arxiv.org/abs/2212.03079 · HTML: https://mlsanity.com/paper/2212.03079/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 6 Dec 2022.

## Built on by (most cited first, 3 of 3)

- [Uncertainty quantification in metric spaces](https://mlsanity.com/paper/2405.05110/) (2024)
- [Conformal and kNN Predictive Uncertainty Quantification Algorithms in Metric Spaces](https://mlsanity.com/paper/2507.15741/) (2025)
- [Path Generation and Evaluation in Video Games: A Nonparametric Statistical Approach](https://mlsanity.com/paper/2506.03522/) (2025)

## Abstract (arXiv)

The Model-free Prediction Principle has been successfully applied to general regression problems, as well as problems involving stationary and locally stationary time series. In this paper we demonstrate how Model-Free Prediction can be applied to handle random fields that are only locally stationary, i.e., they can be assumed to be stationary only across a limited part over their entire region of definition. We construct one-step-ahead point predictors and compare the performance of Model-free to Model-based prediction using models that incorporate a trend and/or heteroscedasticity. Both aspects of the paper, Model-free and Model-based, are novel in the context of random fields that are locally (but not globally) stationary. We demonstrate the application of our Model-based and Model-free point prediction methods to synthetic data as well as images from the CIFAR-10 dataset and in the latter case show that our best Model-free point prediction results outperform those obtained using Model-based prediction.
