Sampling from Gaussian Markov random fields conditioned on linear constraints

MaRDI QIDQ2796200zbMATH OpenFDO

Authors I. Turner, D. Simpson, A. N. Pettitt

Publication date 23 March 2016

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL http://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/131

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Monte Carlo methods (65C05)

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(7)

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• Specifying a Gaussian Markov Random Field by a Sparse Cholesky Triangle
• Sampling From Gaussian Markov Random Fields Using Stationary and Non-Stationary Subgraph Perturbations
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• Modeling material stress using integrated Gaussian Markov random fields
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• Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling

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