期刊
MATHEMATICAL GEOLOGY
卷 33, 期 1, 页码 31-40出版社
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1023/A:1007558125766
关键词
stochastic simulation; conditional distribution; quantile transform; categorical variables; continuous variables
Sequential Gaussian simulation (sgsim), Gaussian truncated simulation (gtsim), and probability field simulation (pfsim) are three algorithms frequently used for conditional stochastic simulation. They were developed independently and fire seen as different algorithms in applications. This paper establishes that gtsim and pfsim can be bridged by a simple quantile transform between Gaussian and uniform distributions. As for the sgsim algorithm, the normal score hack-transform can be seen as a series of truncations of the simulated Gaussian field. All three algorithms are shown to be applicable to both continuous and categorical variables. In practice, gtsim can be most often replaced by the more CPU-efficient pfsim algorithm.
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