Simulating Large Gaussian Random Vectors Subject to Inequality Constraints by Gibbs Sampling - Emery, Xavier; Arroyo, Daisy; Peláez, María (Mathematical geosciences, 2014)
Keywords: Algorithms; Annealing; Chemistry and Earth Sciences; Computer Science; Computer simulation; Conditioning; Earth and Environmental Science; Earth Sciences; Gaussian; Geotechnical Engineering & Applied Earth Sciences; Hydrogeology; Inequalities; Iterative algorithms; Markov analysis; Mathematical analysis; Mathematical models; Mining engineering; Physics; Statistics for Engineering; Vectors (mathematics); Markov chain; Gibbs sampler; Gaussian random field; Kriging neighborhood; Restriction of transition matrix; Simulated annealing