Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling
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Publication:748103
DOI10.1007/s11004-013-9495-9zbMath1322.65030OpenAlexW2016431642MaRDI QIDQ748103
Xavier Emery, Daisy Arroyo, María José Peláez
Publication date: 19 October 2015
Published in: Mathematical Geosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11004-013-9495-9
simulated annealingMarkov chainGibbs samplerGaussian random fieldkriging neighborhoodrestriction of transition matrix
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Uses Software
Cites Work
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- Optimizing random scan Gibbs samplers
- Comparing sweep strategies for stochastic relaxation
- Rate of convergence of the Gibbs sampler in the Gaussian case
- Markov chains for exploring posterior distributions. (With discussion)
- Conditional simulation of random fields with bivariate gamma isofactorial distributions
- Geostatistics
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