Browsing by Author "Arroyo, Daisy"

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Artículo

Simulating Large Gaussian Random Vectors Subject to Inequality Constraints by Gibbs Sampling

Emery, Xavier; Arroyo, Daisy; Peláez, María (Springer, 2014)

The Gibbs sampler is an iterative algorithm used to simulate Gaussian random vectors subject to inequality constraints. This algorithm relies on the fact that the distribution of a vector component conditioned by the ...
Artículo

Simulation of intrinsic random fields of order k with a continuous spectral algorithm

Arroyo, Daisy; Emery, Xavier Mathieu (Springer New York LLC, 2018)

Intrinsic random fields of order k, defined as random fields whose high-order increments (generalized increments of order k) are second-order stationary, are used in spatial statistics to model regionalized variables ...
Artículo

Simulation of Intrinsic Random Fields of Order k with Gaussian Generalized Increments by Gibbs Sampling

Arroyo, Daisy; Emery, Xavier (Springer, 2015)

This work pertains to the simulation of an intrinsic random field of order k with a given generalized covariance function and multivariate Gaussian generalized increments. An iterative algorithm based on the Gibbs sampler ...