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.

History matching is used to constrain flow simulations and reduce uncertainty in forecasts. In this work, we revisited some fundamental engineering tools for predicting waterflooding behavior to better understand the flaws in our simulation and thus find some models which are more accurate with better matching. The Craig-Geffen-Morse (CGM) analytical method was used to predict recovery performa...

This work focuses on the use of truncated Gaussian distributions as models for bounded data { measurements that are constrained to appear between xed limits. We prove that the truncated Gaussian can be viewed as a maximum entropy distribution for truncated bounded data, when mean and covariance are given. We present the characteristic function for the truncated Gaussian; from this, we derive al...

Two-point incremental forming method is considered a modern technique for manufacturing shell parts. The presence of bottom punch during the process makes this technique far more complex than its conventional counterpart i.e. single-point incremental forming method. Thus, the numerical simulation of this method is an essential task, which leads to the reduction of trial/error costs, predicts th...

We present expectation-maximization(EM) algorithms for fitting multivariate Gaussian mixture models to data that is truncated, censored or truncated and censored. These two types of incomplete measurements are naturally handled together through their relation to the multivariate truncated Gaussian distribution. We illustrate our algorithms on synthetic and flow cytometry data.

reliable characterization of subsurface soil in urban areas is a major concern in geotechnical and geological engineering projects. in this regard, this research deals with development of a 3d geological engineering model on mashhad city soil using sequential gaussian simulation (sgs) approach. the intense variability of soil in the study area has sometimes caused serious problems in civil engi...

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 ...