Spatial Process Estimates - IMAGe
Spatial Process Estimates - IMAGe
Spatial Process Estimates - IMAGe
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A review of the conditional normal<br />
and<br />
u ∼ N(0, Σ)<br />
u =<br />
(<br />
u1<br />
u 2<br />
)<br />
( )<br />
Σ11 , Σ<br />
Σ = 12<br />
Σ 21 , Σ 22<br />
[u 2 |u 1 ] = N(Σ 2,1 Σ −1<br />
1,1 u 1, Σ 2,2 − Σ 2,1 Σ −1<br />
1,1 Σ 1,2)<br />
(distribution of u 2 given u 1 )<br />
5