Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (Q2320985): Difference between revisions

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Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
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    Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (English)
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    28 August 2019
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    Gibbs sampler
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    rejection sampling
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    truncated multivariate normal distribution
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    truncated multivariate Student-\(t\) distribution
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    truncated scale mixture of multivariate normal distribution
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