Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling (Q748103)

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scientific article; zbMATH DE number 6496231
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    Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling
    scientific article; zbMATH DE number 6496231

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      Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling (English)
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      19 October 2015
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      kriging neighborhood
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      Gaussian random field
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      Gibbs sampler
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      Markov chain
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      simulated annealing
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      restriction of transition matrix
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