Statistical inference of random field auto-correlation structure from multiple sets of incomplete and sparse measurements using Bayesian compressive sampling-based bootstrapping

Bootstrapping is a simulation-based method to provide statistical inference, or to measure accuracy, on estimators of interest, such as random field parameters, i.e., mean and variance of a physical quantity at each location within a random field, and auto-correlation coefficient of the quantities among any two different locations of the field. Statistical inference may be performed using analytical methods together with multiple sets of complete measurement data. However, measurement data may be incomplete sometimes, due to, for examples, sensor failure, storage capacity in collecting measurement data, or cost/difficulty in increasing measurement density. In such a case, it is challenging to perform statistical inference of auto-correlation coefficients, particularly between locations where no data are measured directly. This study aims to develop an innovative and robust bootstrap method to perform statistical inference on auto-correlation coefficient in one dimensional random fields, e.g., time series or variations of a quantity along a spatial direction such as depth, from multiple sets of incomplete and sparse measurements. The proposed approach is based on a Bayesian compressive sampling (BCS)-Karhunen–Loève (KL) expansion random field generator, which has been used to generate random field samples from sparse measurement data. The proposed bootstrap method is illustrated and validated through both numerical examples and real measurement data. The results obtained from the proposed bootstrap method using multiples sets of incomplete measurement data are consistent with those obtained from analytical methods using multiple sets of complete measurement data.