Kriging with inequality constraints

被引：33

作者：

Abrahamsen, P ^{[1
]}

Benth, FE ^{[1
]}

机构：

[1] Norwegian Comp Ctr, N-0314 Oslo, Norway

来源：

MATHEMATICAL GEOLOGY | 2001年 / 33卷 / 06期

关键词：

Bayesian kriging; data augmentation algorithm; Gaussian random field; fixed point iterations;

D O I：

10.1023/A:1011078716252

中图分类号：

P [天文学、地球科学];

学科分类号：

07 ;

摘要：

A Gaussian random field with an unknown linear trend for the mean is considered. Methods for obtaining the distribution of the trend coefficients given exact data and inequality constraints are established, Moreover, the conditional distribution for the random field at any location is calculated so that predictions using e.g. the expectation, the mode, or the median can be evaluated and prediction error estimates using quantiles or variance can be obtained. Conditional simulation techniques are also provided.

引用

页码：719 / 744

页数：26

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