Kriging with inequality constraints

作     者：Abrahamsen, P Benth, FE 

作者机构：Norwegian Comp Ctr N-0314 Oslo Norway 

出 版 物：《MATHEMATICAL GEOLOGY》 (数学地质学)

年 卷 期：2001年第33卷第6期

页      面：719-744页

核心收录：

学科分类：0709[理学-地质学] 081803[工学-地质工程] 07[理学] 08[工学] 0708[理学-地球物理学] 0818[工学-地质资源与地质工程] 0701[理学-数学] 

基　　金：Saga Petroleum, and Statoil Norges Forskningsråd Norsk Hydro, Hydro 

主　　题：Bayesian kriging data augmentation algorithm Gaussian random field fixed point iterations 

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.