Perfect simulation of positive Gaussian distributionsy
نویسندگان
چکیده
We provide an exact simulation algorithm that produces variables from truncated Gaussian distributions on (R+)p via a perfect sampling scheme, based on stochastic ordering and slice sampling, since accept–reject algorithms like those of Geweke (1991) or Robert (1994) are difficult to extend to higher dimensions.
منابع مشابه
Perfect simulation of positive Gaussian distributions
Anne Philippe Laboratoire de Statistique et Probabilités, FRE CNRS 2222, Université de Lille 1, Bat M2 59655 Villeneuve D’Ascq cedex, France Christian P. Robert CREST, INSEE, and CEREMADE, Université Paris Dauphine, 75775 Paris cedex 16, France Summary. We provide an exact simulation algorithm that produces variables from truncated Gaussian distributions on via a perfect sampling scheme, based ...
متن کاملApplication of truncated gaussian simulation to ore-waste boundary modeling of Golgohar iron deposit
Truncated Gaussian Simulation (TGS) is a well-known method to generate realizations of the ore domains located in a spatial sequence. In geostatistical framework geological domains are normally utilized for stationary assumption. The ability to measure the uncertainty in the exact locations of the boundaries among different geological units is a common challenge for practitioners. As a simple a...
متن کاملApplication of perfect mixing model for simulation of vertical roller mills
Vertical roller mills (VRMs) are well-established grinding equipment for various tasks in the coal and cement industry. There are few studies on simulation of VRMs. In this research work, application of perfect mixing model for simulation of a VRM in a cement grinding plant was investigated. Two sampling surveys were carried out on the VRM circuit. The samples and data from the first survey wer...
متن کاملRelative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributionsy
متن کامل
Application of Sequential Gaussian Conditional Simulation to Underground Mine Design Under Grade Uncertainty
In mining projects, all uncertainties associated with a project must be considered to determine the feasibility study. Grade uncertainty is one of the major components of technical uncertainty that affects the variability of the project. Geostatistical simulation, as a reliable approach, is the most widely used method to quantify risk analysis to overcome the drawbacks of the estimation methods...
متن کامل