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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