Kriging with Inequality Constraints |
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| Authors: | Petter Abrahamsen and Fred Espen Benth |
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| Institution: | (1) Norwegian Computing Center, P. O. Box 114 Blindern, N-0314 Oslo, Norway |
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| Abstract: | 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. |
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| Keywords: | Bayesian kriging Data Augmentation Algorithm Gaussian random field fixed point iterations |
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