Gibbs sampler for computing and propagating large covariance matrices

DOI10.1007/S00190-003-0350-5zbMath1054.86017OpenAlexW2083971977MaRDI QIDQ704986

B. Gundlich, Jürgen Kusche, Karl-Rudolf Koch

Publication date: 25 January 2005

Published in: Journal of Geodesy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00190-003-0350-5

zbMATH Keywords

Monte CarloGibbs samplerCovariance matricesError propagationGravity field modelling

Mathematics Subject Classification ID

Geostatistics (86A32)

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