Simulation of intrinsic random fields of order k with Gaussian generalized increments by Gibbs sampling

DOI10.1007/S11004-014-9558-6MaRDI QIDQ1789095zbMATH OpenOpenAlexFDO

Authors Daisy Arroyo, Xavier Emery

Publication date 10 October 2018

Published in Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11004-014-9558-6

zbMATH Keywords

conditional simulationconvergence in distributionfractional Brownian surfaceiterative algorithmnon-stationary random fieldsrandom vectorsstrong mixing

Mathematics Subject Classification ID

Random fields (60G60) Iterative numerical methods for linear systems (65F10)

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Cites work

• A spectral approach to simulating intrinsic random fields with power and spline generalized covariances
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• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
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• Markov chains for exploring posterior distributions. (With discussion)
• Multi-Gaussian kriging and simulation in the presence of an uncertain mean value
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• Rate of convergence of the Gibbs sampler in the Gaussian case
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Cited in

(5)

• A patching algorithm for conditional random fields in modeling material properties
• Simulating space-time random fields with nonseparable Gneiting-type covariance functions
• Gamma random field simulation by a covariance matrix transformation method
• Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling
• A spectral approach to simulating intrinsic random fields with power and spline generalized covariances

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