Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling (Q748103)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling |
scientific article |
Statements
Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling (English)
0 references
19 October 2015
0 references
kriging neighborhood
0 references
Gaussian random field
0 references
Gibbs sampler
0 references
Markov chain
0 references
simulated annealing
0 references
restriction of transition matrix
0 references